A kernel density-based particle filter for state and time-varying parameter estimation in nonlinear state-space models

Cheng Cheng, Jean-Yves Tourneret. A kernel density-based particle filter for state and time-varying parameter estimation in nonlinear state-space models. In 25th European Signal Processing Conference, EUSIPCO 2017, Kos, Greece, August 28 - September 2, 2017. pages 1664-1668, IEEE, 2017. [doi]

@inproceedings{ChengT17-6,
  title = {A kernel density-based particle filter for state and time-varying parameter estimation in nonlinear state-space models},
  author = {Cheng Cheng and Jean-Yves Tourneret},
  year = {2017},
  doi = {10.23919/EUSIPCO.2017.8081492},
  url = {https://doi.org/10.23919/EUSIPCO.2017.8081492},
  researchr = {https://researchr.org/publication/ChengT17-6},
  cites = {0},
  citedby = {0},
  pages = {1664-1668},
  booktitle = {25th European Signal Processing Conference, EUSIPCO 2017, Kos, Greece, August 28 - September 2, 2017},
  publisher = {IEEE},
  isbn = {978-0-9928626-7-1},
}