An Introduction to Twisted Particle Filters and Parameter Estimation in Non-Linear State-Space Models

DOI10.1109/TSP.2016.2563387zbMath1414.94030arXiv1509.09175MaRDI QIDQ4620939

Kari Heine, Nick Whiteley, Juha Ala-Luhtala, Robert Piché

Publication date: 8 February 2019

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

Full work available at URL: https://arxiv.org/abs/1509.09175

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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