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A stable particle filter for a class of high-dimensional state-space models
Beskos, Alexandros, Crisan, Dan, Jasra, Ajay, Kamatani, Kengo, Zhou, YanVolume:
49
Language:
english
Journal:
Advances in Applied Probability
DOI:
10.1017/apr.2016.77
Date:
March, 2017
File:
PDF, 1.87 MB
english, 2017