Particle filters

Bernoulli

Volumn 19, Issue 4, 2013, Pages 1391-1403

  Künsch, Hans R ^a  

^a ETH ZURICH   (Switzerland)

Author keywords

Ensemble Kalman filter; Importance sampling and resampling; Sequential Monte Carlo; Smoothing algorithm; State space models

Indexed keywords

EID: 84885027411     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.3150/12-BEJSP07     Document Type: Review

References (33)

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