Particle smoothing in continuous time: A fast approach via density estimation

IEEE Transactions on Signal Processing

Volumn 59, Issue 3, 2011, Pages 1017-1026

  Murray, Lawrence ^a   Storkey, Amos ^b  

^a CSIRO   (Australia)

^b UNIVERSITY OF EDINBURGH   (United Kingdom)

Author keywords

continuous time; density estimation; particle filter; sequential Monte Carlo; smoothing; State space models

Indexed keywords

CONTINUOUS TIME; DENSITY ESTIMATION; PARTICLE FILTER; SEQUENTIAL MONTE CARLO; SMOOTHING; STATE-SPACE MODELS;

CONTINUOUS TIME SYSTEMS; DIFFERENTIAL EQUATIONS; ESTIMATION; MAGNETIC RESONANCE IMAGING; MONTE CARLO METHODS; NONLINEAR EQUATIONS; NONLINEAR FILTERING; RESONANCE; RUNGE KUTTA METHODS;

STOCHASTIC MODELS;

EID: 79951655062     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/TSP.2010.2096418     Document Type: Article

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