Mixture Kalman filters

Journal of the Royal Statistical Society. Series B: Statistical Methodology

Volumn 62, Issue 3, 2000, Pages 493-508

  Chen, Rong ^a   Liu, Jun S ^b  

^a TEXAS A AND M UNIVERSITY   (United States)

^b Texas A and M University ^*

Author keywords

Conditional dynamic linear models; Dynamic systems; Fading channels; Sequential Monte Carlo methods; State space models; Target tracking

Indexed keywords

EID: 0034355022     PISSN: 13697412     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9868.00246     Document Type: Article

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