Global sampling for sequential filtering over discrete state space

DOI10.1155/S1110865704407173zbMath1075.62085OpenAlexW2136307643MaRDI QIDQ1773793

Eric Moulines, Pascal Cheung-Mon-Chan

Publication date: 3 May 2005

Published in: EURASIP Journal on Applied Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/s1110865704407173

zbMATH Keywords

autoregressive modelsparticle filtersconditionally linear Gaussian state space modelsfixed lag smoothingglobal sampling algorithm

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Sequential statistical methods (62L99) Monte Carlo methods (65C05)

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