Uniform Stability of a Particle Approximation of the Optimal Filter Derivative (Q5254903)
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scientific article; zbMATH DE number 6444787
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Uniform Stability of a Particle Approximation of the Optimal Filter Derivative |
scientific article; zbMATH DE number 6444787 |
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Uniform Stability of a Particle Approximation of the Optimal Filter Derivative (English)
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10 June 2015
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hidden Markov models
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state-space models
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sequential Monte Carlo mehods
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particle approximation
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\(\mathbb{L}_{p}\) bounds
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central limit theorem
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smoothing
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filter derivative
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