Mixture Kalman filters

Journal article

Rong Chen and Jun S. Liu

Journal of the Royal Statistical Society. Series B, Statistical methodology, Vol.62(3), pp.493-508

2000

Abstract

Conditional dynamic linear models

Dynamic systems

Fading channels

Sequential Monte Carlo methods

State space models

Target tracking

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Title: Mixture Kalman filters
Creators: Rong Chen - Texas A&M University
Jun S. Liu - Stanford University
Publication Details: Journal of the Royal Statistical Society. Series B, Statistical methodology, Vol.62(3), pp.493-508
Date published: 2000
Publisher: Blackwell Publishers Ltd
Number of pages: 16
Academic Unit: Statistics (SAS)
Language: English
Resource Type: Journal article
Identifiers: 991031758035204646