Rao-Blackwellized particle smoothers for mixed linear/nonlinear state-space models
We consider the smoothing problem for a class of conditionally linear Gaussian state-space (CLGSS) models, referred to as mixed linear/nonlinear models. In contrast to the better studied hierarchical CLGSS models, these allow for an intricate cross dependence between the linear and the nonlinear par...
| Main Authors: | , , , |
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| Format: | Others |
| Language: | English |
| Published: |
Linköpings universitet, Reglerteknik
2013
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| Subjects: | |
| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-93460 |