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]

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