A stable particle filter for a class of high-dimensional state-space models
- Submitting institution
-
Imperial College of Science, Technology and Medicine
- Unit of assessment
- 10 - Mathematical Sciences
- Output identifier
- 49
- Type
- D - Journal article
- DOI
-
10.1017/apr.2016.77
- Title of journal
- Advances in Applied Probability
- Article number
- -
- First page
- 24
- Volume
- 49
- Issue
- 1
- ISSN
- 0001-8678
- Open access status
- Compliant
- Month of publication
- March
- Year of publication
- 2017
- URL
-
-
- Supplementary information
-
10.1017/apr.2016.77
- Request cross-referral to
- -
- Output has been delayed by COVID-19
- No
- COVID-19 affected output statement
- -
- Forensic science
- No
- Criminology
- No
- Interdisciplinary
- No
- Number of additional authors
-
4
- Research group(s)
-
K - Probability & Stochastic Analysis
- Proposed double-weighted
- No
- Reserve for an output with double weighting
- No
- Additional information
- -
- Author contribution statement
- -
- Non-English
- No
- English abstract
- -