Author:
Lopes Hedibert F.,Tsay Ruey S.
Subject
Management Science and Operations Research,Statistics, Probability and Uncertainty,Strategy and Management,Computer Science Applications,Modeling and Simulation
Reference103 articles.
1. Nonlinear Bayesian estimation using Gaussian sum approximation;Alspach;IEEE Transactions on Automatic Control,1972
2. Particle filtering for partially observed Gaussian state space models;Andrieu;Journal of the Royal Statistical Society, Series B,2002
3. Efficient particle filtering for jump Markov systems: application to time-varying autoregressions;Andrieu;IEEE Transactions on Signal Processing,2003
4. Particle methods for change detection, system identification, and control;Andrieu;Proceedings of the IEEE,2004
5. Andrieu C Doucet A Tadić VB. 2005 On-line parameter estimation in general state-space models Proceedings of the 44th Conference on Decision and Control 332 337
Cited by
98 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献