Particle-Based Adaptive-Lag Online Marginal Smoothing in General State-Space Models

DOI10.1109/TSP.2019.2941066OpenAlexW2973122045MaRDI QIDQ5240513

Johan Alenlöv, Jimmy Olsson

Publication date: 28 October 2019

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

Full work available at URL: https://arxiv.org/abs/1812.10939

Mathematics Subject Classification ID

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

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