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Uniform stability of a particle approximation of the optimal filter derivative

Pierre Del Moral

Publication Data

Title Uniform stability of a particle approximation of the optimal filter derivative
Author Pierre Del Moral
Contributors Arnaud Doucet, Sumeetpal S. Singh, Sumeetpal S. Singh
Publisher University of Cambridge, Dept. of Engineering
Publication date 2011
Publication location Cambridge
Language English

Topics

Hidden Markov models
Monte Carlo method
Smoothing (Statistics)
State-space methods

Catalogue Data

OBNB ID GBB1A9421
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 519.233

ISBD

P1053 26 p.
P1042 Includes bibliographical references.

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Uniform stability of a particle approximation of the optimal filter derivative by Pierre Del Moral. Published by University of Cambridge, Dept. of Engineering in 2011. Publication and catalogue information, links to buy online and reader comments.