Sequential Monte Carlo Methods for State and Parameter Estimation in Abruptly Changing Environments

DOI10.1109/TSP.2013.2296278zbMath1394.94768arXiv1510.02604MaRDI QIDQ4579044

Lyudmila Mihaylova, Christopher Nemeth, Paul Fearnhead

Publication date: 22 August 2018

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1510.02604

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Detection theory in information and communication theory (94A13)

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