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- W2001783937 abstract "We consider the filtering problem for a class of discrete-time partially observable stochastic processes. Under strong conditions on the parameters involved and on the initial condition, we are able to prove that it admits a finite dimensional filter. Relaxing these assumptions, we use a Rao Blackwellization procedure to perform a Particle filtering approximation of the filtering distribution, then we prove its convergence and extend this study to a jump Markov model." @default.
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- W2001783937 date "2009-02-01" @default.
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- W2001783937 title "Particle filtering approximations for a Gaussian-generalized inverse Gaussian model" @default.
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- W2001783937 doi "https://doi.org/10.1016/j.spl.2008.09.017" @default.
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