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Combined parameter and state estimation in simulation-based filtering. (English) Zbl 1056.93583

Doucet, Arnaud (ed.) et al., Sequential Monte Carlo methods in practice. Foreword by Adrian Smith. New York, NY: Springer (ISBN 0-387-95146-6). Statistics for Engineering and Information Science, 197-223, 553-576 (2001).
For the entire collection see [Zbl 0967.00022].

MSC:

93C95 Application models in control theory
65C05 Monte Carlo methods
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