Smoothing algorithms for state-space models (Q904066)
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scientific article; zbMATH DE number 6531004
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Smoothing algorithms for state-space models |
scientific article; zbMATH DE number 6531004 |
Statements
Smoothing algorithms for state-space models (English)
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15 January 2016
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sequential Monte Carlo
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two-filter smoothing
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state-space models
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Rao-Blackwellisation
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non-linear diffusion
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parameter estimation
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0.9633285
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0.9292878
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0.9223915
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0.9215029
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0.9126078
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0.90264654
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0.9020467
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