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1. 1. Sequential Monte Carlo for inference in nonlinear state space models

   Författare :Johan Dahlin; Thomas Schön; Fredrik Lindsten; Adam M. Johansen; Linköpings universitet; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY;

   Sammanfattning : 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 around the world. LÄS MER