Arnaud Doucet, Simon J. Godsill, Mike West. Monte Carlo filtering and smoothing with application to time-varying spectral estimation. In IEEE International Conference on Acoustics, Speech, and Signal Processing. ICASSP 2000, 5-9 June, 2000, Hilton Hotel and Convention Center, Istanbul, Turkey. pages 701-704, IEEE, 2000. [doi]
Abstract is missing.