Particle filters for state-space models with the presence of unknown static parameters

IEEE Transactions on Signal Processing

Volumn 50, Issue 2, 2002, Pages 281-289

  Storvik, Geir ^a  

^a UNIVERSITY OF OSLO   (Norway)

Author keywords

Global parameters; Marginalization; Particle filters; Sequential updating; State space models; Sufficient statistics

Indexed keywords

ALGORITHMS; MARKOV PROCESSES; MATHEMATICAL MODELS; PARAMETER ESTIMATION; STATISTICAL METHODS; VECTORS;

PARTICLE FILTERS;

ELECTRIC FILTERS;

EID: 0036475891     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/78.978383     Document Type: Article

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