Monte carlo filtering of piecewise deterministic processes

Journal of Computational and Graphical Statistics

Volumn 20, Issue 1, 2011, Pages 119-139

  Whiteley, Nick ^a   Johansen, Adam M ^b   Godsill, Simon ^c  

^a UNIVERSITY OF BRISTOL   (United Kingdom)

^b UNIVERSITY OF WARWICK   (United Kingdom)

^c UNIVERSITY OF CAMBRIDGE   (United Kingdom)

Author keywords

Optimal filtering; Particle filters; Sequential Monte Carlo

Indexed keywords

EID: 79952810841     PISSN: 10618600     EISSN: None     Source Type: Journal    
DOI: 10.1198/jcgs.2009.08052     Document Type: Article

References (24)

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