On Filtering and Smoothing Algorithms for Linear State-Space Models Having Quantized Output Data
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- Godsill, Simon J. & Doucet, Arnaud & West, Mike, 2004. "Monte Carlo Smoothing for Nonlinear Time Series," Journal of the American Statistical Association, American Statistical Association, vol. 99, pages 156-168, January.
- Genshiro Kitagawa, 1994. "The two-filter formula for smoothing and an implementation of the Gaussian-sum smoother," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 46(4), pages 605-623, December.
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Keywords
extended Kalman filter/smoother; unscented Kalman filter/smoother; Gaussian sum filter/smoother; particle filter/smoother; state estimation; quantized data;All these keywords.
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