A Lagged Particle Filter for Stable Filtering of Certain High-Dimensional State-Space Models (Q5052898)
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scientific article; zbMATH DE number 7623609
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Lagged Particle Filter for Stable Filtering of Certain High-Dimensional State-Space Models |
scientific article; zbMATH DE number 7623609 |
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A Lagged Particle Filter for Stable Filtering of Certain High-Dimensional State-Space Models (English)
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25 November 2022
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filtering
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sequential Monte Carlo
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lag approximations
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high-dimensional particle filter
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