Recursive Monte Carlo filters

Metadata Label Value
Author(s): Künsch, Hansruedi
Publisher: Seminar für Statistik, Eidgenössische Technische Hochschule (ETH), Zürich
Citation:

Künsch, Hansruedi. Recursive Monte Carlo filters. algorithms and theoretical analysis by Hans R. Künsch. Seminar für Statistik, Eidgenössische Technische Hochschule (ETH), Zürich (2003). http://dx.doi.org/10.3929/ethz-a-004467791

Document Type: Reports  
Documents: Text (259.72KB)
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Detailed Information

Metadata Description
Title Recursive Monte Carlo filters
Subtitle algorithms and theoretical analysis by Hans R. Künsch
Author(s) Künsch, Hansruedi
Publication Place Zürich
Publisher Seminar für Statistik, Eidgenössische Technische Hochschule (ETH), Zürich
Publication Date 2003
Series Research report / Seminar für Statistik, Eidgenössische Technische Hochschule (ETH) No. 112
Language English
DOI http://dx.doi.org/10.3929/ethz-a-004467791
Subject(s) Mathematical Statistics
Keyword(s) HIDDEN MARKOV MODELS
MARKOV RANDOM PROCESSES
PROBABILITY THEORY
FILTERING
LIMIT THEOREMS
Organisational Unit Seminar for Statistics
Online Publication Date 2003
Description File Name MIME Type Size
Text   eth-26141-01.pdf application/pdf 259.72KB
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E-Collection record created: Sat, 19 Apr 2008, 00:53:45 CET