A general theory of particle filters in hidden markov models and some applications

A general theory of particle filters in hidden markov models and some applications

10.1214/13-AOS1172

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Bibliographic Details
Main Authors: Chan, H.P., Lai, T.L.
Other Authors: STATISTICS & APPLIED PROBABILITY
Format: Article
Published: 2014
Subjects:
Importance sampling and resampling
Particle filter
Standard error
Online Access:http://scholarbank.nus.edu.sg/handle/10635/104930
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Institution: National University of Singapore
Description
Summary:10.1214/13-AOS1172

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