Smoothing algorithms for state – space models

  • Briers M
  • Doucet A
  • Maskell S
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Abstract

Rigorous Foundations for calculation, or approximation of smoothed distribution

Author-supplied keywords

  • non-linear diffusion
  • parameter estimation
  • rao-blackwellisation
  • sequential monte carlo
  • space models
  • state
  • two-filter smoothing

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Authors

  • Mark Briers

  • Arnaud Doucet

  • Simon Maskell

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