Maximum a Posteriori Sequence Estimation Using Monte Carlo Particle Filters
| Year of publication: |
2001
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|---|---|
| Authors: | Godsill, Simon ; Doucet, Arnaud ; West, Mike |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 53.2001, 1, p. 82-96
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| Publisher: |
Springer |
| Subject: | Bayesian estimation | filtering | Monte Carlo methods | non-linear non-Gaussian state space model | maximum a posteriori estimation | particle filter | smoothing |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005616408