Rao-Blackwellized particle smoothing for mixed linear/nonlinear state-space model with asynchronously dependent noise processes

DOI10.1016/j.cnsns.2024.108013MaRDI QIDQ6543587

Zhibin Yan, Yunqi Chen, Xing Zhang

Publication date: 24 May 2024

Published in: Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)

zbMATH Keywords

Monte Carlo samplingtarget trackingRao-Blackwellizationparticle smoothingdependent noises

Mathematics Subject Classification ID

Inference from stochastic processes (62Mxx) Model systems in control theory (93Cxx) Stochastic systems and control (93Exx)

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