Sequential Monte Carlo for inference in nonlinear state space models
Nonlinear state space models (SSMs) are a useful class of models to describe many different kinds of systems. Some examples of its applications are to model; the volatility in financial markets, the number of infected persons during an influenza epidemic and the annual number of major earthquakes ar...
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| Format: | Others |
| Language: | English |
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Linköpings universitet, Reglerteknik
2014
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-106752 http://nbn-resolving.de/urn:isbn:978-91-7519-369-4 (print) |