Optimal estimation and Cramer-Rao bounds for partial non-gaussian state space models

Optimal estimation and Cramer-Rao bounds for partial non-gaussian state space models

Partial non-Gaussian state-space models include many models of interest while keeping a convenient analytical structure. In this paper, two problems related to partial non-Gaussian models are addressed. First, we present an efficient sequential Monte Carlo method to perform Bayesian inference. Secon...

पूर्ण विवरण

ग्रंथसूची विवरण
मुख्य लेखकों:	Bergman, N, Doucet, A, Gordon, N
स्वरूप:	Conference item
प्रकाशित:	2001

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