Nonlinear and non-Gaussian state space modeling using sampling techniques (Q5960136)
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scientific article; zbMATH DE number 1727266
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonlinear and non-Gaussian state space modeling using sampling techniques |
scientific article; zbMATH DE number 1727266 |
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Nonlinear and non-Gaussian state space modeling using sampling techniques (English)
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11 April 2002
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smoothing
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rejection sampling
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importance resampling
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Metropolis-Hastings independence sampling
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joint density
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filtering
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