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Autoregressive Model with Partial Forgetting within Rao-Blackwellized Particle Filter

  1. 1.
    0370444 - ÚTIA 2012 RIV GB eng J - Journal Article
    Dedecius, Kamil - Hofman, Radek
    Autoregressive Model with Partial Forgetting within Rao-Blackwellized Particle Filter.
    Communications in Statistics - Simulation and Computation. Roč. 41, č. 5 (2012), s. 582-589. ISSN 0361-0918. E-ISSN 1532-4141
    R&D Projects: GA MV VG20102013018; GA ČR GA102/08/0567
    Grant - others:ČVUT(CZ) SGS 10/099/OHK3/1T/16
    Institutional research plan: CEZ:AV0Z10750506
    Keywords : Bayesian methods * Particle filters * Recursive estimation
    Subject RIV: BB - Applied Statistics, Operational Research
    Impact factor: 0.295, year: 2012
    http://library.utia.cas.cz/separaty/2012/AS/dedecius-autoregressive model with partial forgetting within rao-blackwellized particle filter.pdf

    Permanent Link: http://hdl.handle.net/11104/0204246
     
Number of the records: 1  

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