A Projection-Based Rao-Blackwellized Particle Filter to Estimate Parameters in Conditionally Conjugate State-Space Models

Milan Papez. A Projection-Based Rao-Blackwellized Particle Filter to Estimate Parameters in Conditionally Conjugate State-Space Models. In 2018 IEEE Statistical Signal Processing Workshop, SSP 2018, Freiburg im Breisgau, Germany, June 10-13, 2018. pages 268-272, IEEE, 2018. [doi]

Abstract

Abstract is missing.