Optimal estimation and Cramér-Rao bounds for partial non-Gaussian state space models (Q5960138)
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scientific article; zbMATH DE number 1727268
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal estimation and Cramér-Rao bounds for partial non-Gaussian state space models |
scientific article; zbMATH DE number 1727268 |
Statements
Optimal estimation and Cramér-Rao bounds for partial non-Gaussian state space models (English)
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11 April 2002
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optimal estimation
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sequential Monte Carlo methods
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posterior Cramer-Rao bounds
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