Uniform Stability of a Particle Approximation of the Optimal Filter Derivative (2015)

First Author: Del Moral P
Attributed to:  Advanced Monte Carlo Methods for Inference in Complex Dynamic Models funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1137/140993703

Publication URI: http://dx.doi.org/10.1137/140993703

Type: Journal Article/Review

Parent Publication: SIAM Journal on Control and Optimization

Issue: 3

ISSN: 0363-0129