Filtering via Simulation: Auxiliary Particle Filters

Journal of the American Statistical Association

Volumn 94, Issue 446, 1999, Pages 590-599

  Pitt, Michael K ^a   Shephard, Neil ^b  

^a IMPERIAL COLLEGE LONDON   (United Kingdom)

^b NUFFIELD COLLEGE   (United Kingdom)

Author keywords

Filtering; Markov chain Monte Carlo; Particle filter; Sampling importance resampling; Simulation; State space

Indexed keywords

EID: 1542427941     PISSN: 01621459     EISSN: 1537274X     Source Type: Journal    
DOI: 10.1080/01621459.1999.10474153     Document Type: Article

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