Sequential Monte Carlo Methods for Nonlinear Discrete-Time Filtering

DOI10.2200/S00471ED1V01Y201303SPR011zbMath1386.93286OpenAlexW1992569339MaRDI QIDQ2841605

Marcelo G. S. Bruno

Publication date: 26 July 2013

Published in: Synthesis Lectures on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2200/s00471ed1v01y201303spr011

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Monte Carlo methods (65C05) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to numerical analysis (65-01)

Related Items (3)

Nested particle filters for online parameter estimation in discrete-time state-space Markov models ⋮ A Kalman particle filter for online parameter estimation with applications to affine models ⋮ Adaptive kernels in approximate filtering of state‐space models

This page was built for publication: Sequential Monte Carlo Methods for Nonlinear Discrete-Time Filtering