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Stochastic sampling algorithms for state estimation of jump Markov linear systems - MaRDI portal

Stochastic sampling algorithms for state estimation of jump Markov linear systems (Q4507045)

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scientific article; zbMATH DE number 1518558
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Stochastic sampling algorithms for state estimation of jump Markov linear systems
scientific article; zbMATH DE number 1518558

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    Stochastic sampling algorithms for state estimation of jump Markov linear systems (English)
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    17 October 2000
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    stochastic sampling methods
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    state estimation
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    jump Markov linear systems
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    data augmentation scheme
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    stochastic annealing
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