CUED Publications database

Particle filter as a controlled Markov chain for on-line parameter estimation in general state space models

Poyiadjis, G and Singh, SS and Doucet, A (2006) Particle filter as a controlled Markov chain for on-line parameter estimation in general state space models. In: IEEE International Conference on Acoustics Speech and Signal Processing, 2006-4-16 to 2006-4-20, Toulouse, France.

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Item Type: Conference or Workshop Item (UNSPECIFIED)
Subjects: UNSPECIFIED
Divisions: Div F > Signal Processing and Communications
Depositing User: Cron Job
Date Deposited: 07 Mar 2014 12:27
Last Modified: 10 Mar 2014 18:04
DOI:

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