Bias of Particle Approximations to Optimal Filter Derivative

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چکیده

Related DatabasesWeb of Science You must be logged in with an active subscription to view this.Article DataHistorySubmitted: 26 September 2018Accepted: 30 November 2020Published online: 25 February 2021Keywordsparticle methods, bias, optimal filter, filter derivative, nonlinear state-space modelsAMS Subject Headings93E11, 62M20, 65C05Publication DataISSN (print): 0363-0129ISSN (online): 1095-7138Publisher: Society for Industrial and Applied MathematicsCODEN: sjcodc

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ژورنال

عنوان ژورنال: Siam Journal on Control and Optimization

سال: 2021

ISSN: ['0363-0129', '1095-7138']

DOI: https://doi.org/10.1137/18m1217024