Particle Smoothing for Hidden Diffusion Processes: Adaptive Path Integral Smoother

Hans-Christian Ruiz, Hilbert J. Kappen. Particle Smoothing for Hidden Diffusion Processes: Adaptive Path Integral Smoother. IEEE Transactions on Signal Processing, 65(12):3191-3203, 2017. [doi]

@article{RuizK17,
  title = {Particle Smoothing for Hidden Diffusion Processes: Adaptive Path Integral Smoother},
  author = {Hans-Christian Ruiz and Hilbert J. Kappen},
  year = {2017},
  doi = {10.1109/TSP.2017.2686340},
  url = {http://dx.doi.org/10.1109/TSP.2017.2686340},
  researchr = {https://researchr.org/publication/RuizK17},
  cites = {0},
  citedby = {0},
  journal = {IEEE Transactions on Signal Processing},
  volume = {65},
  number = {12},
  pages = {3191-3203},
}