Particle Filter as A Controlled Markov Chain For On-Line Parameter Estimation in General State Space Models

George Poyiadjis, Sumeetpal S. Singh, Arnaud Doucet. Particle Filter as A Controlled Markov Chain For On-Line Parameter Estimation in General State Space Models. In 2006 IEEE International Conference on Acoustics Speech and Signal Processing, ICASSP 2006, Toulouse, France, May 14-19, 2006. pages 329-332, IEEE, 2006. [doi]

Abstract

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