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

id	sg-nus-scholar.10635-104930
record_format	dspace
spelling	sg-nus-scholar.10635-1049302023-10-29T20:09:45Z A general theory of particle filters in hidden markov models and some applications Chan, H.P. Lai, T.L. STATISTICS & APPLIED PROBABILITY Importance sampling and resampling Particle filter Standard error 10.1214/13-AOS1172 Annals of Statistics 41 6 2877-2904 2014-10-28T05:09:04Z 2014-10-28T05:09:04Z 2013-12 Article Chan, H.P., Lai, T.L. (2013-12). A general theory of particle filters in hidden markov models and some applications. Annals of Statistics 41 (6) : 2877-2904. ScholarBank@NUS Repository. https://doi.org/10.1214/13-AOS1172 00905364 http://scholarbank.nus.edu.sg/handle/10635/104930 000330204900007 Scopus
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
topic	Importance sampling and resampling Particle filter Standard error
spellingShingle	Importance sampling and resampling Particle filter Standard error Chan, H.P. Lai, T.L. A general theory of particle filters in hidden markov models and some applications
description	10.1214/13-AOS1172
author2	STATISTICS & APPLIED PROBABILITY
author_facet	STATISTICS & APPLIED PROBABILITY Chan, H.P. Lai, T.L.
format	Article
author	Chan, H.P. Lai, T.L.
author_sort	Chan, H.P.
title	A general theory of particle filters in hidden markov models and some applications
title_short	A general theory of particle filters in hidden markov models and some applications
title_full	A general theory of particle filters in hidden markov models and some applications
title_fullStr	A general theory of particle filters in hidden markov models and some applications
title_full_unstemmed	A general theory of particle filters in hidden markov models and some applications
title_sort	general theory of particle filters in hidden markov models and some applications
publishDate	2014
url	http://scholarbank.nus.edu.sg/handle/10635/104930
_version_	1781787962685521920

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

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