Tempered Particle Filtering
收藏NBER2017-05-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w23448
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资源简介：
The accuracy of particle filters for nonlinear state-space models crucially depends on the proposal distribution that mutates time t-1 particle values into time t values. In the widely-used bootstrap particle filter, this distribution is generated by the state-transition equation. While
提供机构：
美国国家经济研究局
创建时间：
2017-05-01
