Recursive computation of smoothed functionals of hidden Markovian processes using a particle approximation

Monte Carlo Methods and Applications

Volumn 7, Issue 1-2, 2001, Pages 81-92

  Cappé, Olivier ^a,b  

^a CNRS   (France)

^b TELECOM PARISTECH   (France)

Author keywords

Expectation Maximization; Hidden Markov Models; Maximum Likelihood; Particle Filtering; Sequential Monte Carlo; State Space Model; Switching Autoregression

Indexed keywords

EID: 0141603121     PISSN: 09299629     EISSN: 15693961     Source Type: Journal    
DOI: 10.1515/mcma.2001.7.1-2.81     Document Type: Article

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