Exact moment matching for efficient importance functions in SMC methods


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Saha, S. and Mandal, P.K. and Boers, Y. and Driessen, H. (2006) Exact moment matching for efficient importance functions in SMC methods. In: Nonlinear Statistical Signal Processing Workshop (NSSPW): Classical, Unscented and Particle Filtering Methods, 13-15 Sept 2006, Cambridge, UK.

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Electrical Engineering, Mathematics and Computer Science (EEMCS)
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Link to this item:http://purl.utwente.nl/publications/66901
Official URL:http://dx.doi.org/10.1109/NSSPW.2006.4378813
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Metis ID: 238770