"A Lagged Particle Filter for Stable Filtering of Certain High-Dimensional ..."

Hamza M. Ruzayqat et al. (2022)

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DOI: 10.1137/21M1450392

access: closed

type: Journal Article

metadata version: 2023-06-26

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Hamza M. Ruzayqat, Aimad Er-Raiy, Alexandros Beskos, Dan Crisan, Ajay Jasra, Nikolas Kantas:
A Lagged Particle Filter for Stable Filtering of Certain High-Dimensional State-Space Models. SIAM/ASA J. Uncertain. Quantification 10(1): 1130-1161 (2022)

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