Mixture Kalman Filters

• 1 September 2000
• journal article
• Published by Oxford University Press (OUP) in Journal of the Royal Statistical Society Series B: Statistical Methodology
• Vol. 62  (3) , 493-508
• https://doi.org/10.1111/1467-9868.00246

Abstract

Keywords

• CONDITIONAL DYNAMIC LINEAR MODELS
• DYNAMIC SYSTEMS
• FADING CHANNELS
• SEQUENTIAL MONTE CARLO METHODS
• STATE SPACE MODELS
• TARGET TRACKING