Search from the table of contents of 2.5 million books
Advanced Search (Beta)
Home > Sequential Monte Carlo Methods in Practice > Sequential Estimation of Signals under Model Uncertainty
Sequential Monte Carlo Methods in Practice |
Arnaud Doucet; Nando de Freitas; Neil Gordon
Springer New York
Sequential Monte Carlo Methods in Practice
Sequential Estimation of Signals under Model Uncertainty
Authors

Petar M. Djurić

ARI Id

1664814870314_3629045

Access

Not Available Free

Pages

381-400

DOI

10.1007/978-1-4757-3437-9_18

Chapter URL

https://rd.springer.com/chapter/10.1007/978-1-4757-3437-9_18

Table of Contents of Book
Showing 1 to 20 of 32 entries
Chapters/HeadingsAuthor(s)PagesInfo
Front Matter
i-xxvii
Front Matter
1-1
An Introduction to Sequential Monte Carlo Methods
Arnaud Doucet; Nando de Freitas; Neil Gordon
3-14
Front Matter
15-15
Particle Filters — A Theoretical Perspective
Dan Crisan
17-41
Interacting Particle Filtering With Discrete Observations
Pierre Del Moral; Jean Jacod
43-75
Front Matter
77-77
Sequential Monte Carlo Methods for Optimal Filtering
Christophe Andrieu; Arnaud Doucet; Elena Punskaya
79-95
Deterministic and Stochastic Particle Filters in State-Space Models
Erik Bølviken; Geir Storvik
97-116
RESAMPLE-MOVE Filtering with Cross-Model Jumps
Carlo Berzuini; Walter Gilks
117-138
Improvement Strategies for Monte Carlo Particle Filters
Simon Godsill; Tim Clapp
139-158
Approximating and Maximising the Likelihood for a General State-Space Model
Markus Hürzeler; Hans R. Künsch
159-175
Monte Carlo Smoothing and Self-Organising State-Space Model
Genshiro Kitagawa; Seisho Sato
177-195
Combined Parameter and State Estimation in Simulation-Based Filtering
Jane Liu; Mike West
197-223
A Theoretical Framework for Sequential Importance Sampling with Resampling
Jun S. Liu; Rong Chen; Tanya Logvinenko
225-246
Improving Regularised Particle Filters
Christian Musso; Nadia Oudjane; Francois Le Gland
247-271
Auxiliary Variable Based Particle Filters
Michael K. Pitt; Neil Shephard
273-293
Improved Particle Filters and Smoothing
Photis Stavropoulos; D. M. Titterington
295-317
Front Matter
319-319
Posterior Cramér-Rao Bounds for Sequential Estimation
Niclas Bergman
321-338
Chapters/HeadingsAuthor(s)PagesInfo
Showing 1 to 20 of 32 entries
Similar Books
Similar Chapters
Similar Thesis

Similar News

Similar Articles
Similar Article Headings