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      Particle Smoothing for Hidden Diffusion Processes: Adaptive Path Integral Smoother

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          Monte Carlo Filter and Smoother for Non-Gaussian Nonlinear State Space Models

          Genshiro Kitagawa (1996)
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            Filtering via Simulation: Auxiliary Particle Filters

            Michael Pitt, Neil Shephard (1999)
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              On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures

              I. Girsanov (1960)
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                Author and article information

                Journal
                Title: IEEE Transactions on Signal Processing
                Abbreviated Title: IEEE Trans. Signal Process.
                Publisher: Institute of Electrical and Electronics Engineers (IEEE)
                ISSN (Print): 1053-587X
                ISSN (Electronic): 1941-0476
                Publication date Created: June 15 2017
                Publication date (Print): June 15 2017
                Volume: 65
                Issue: 12
                Pages: 3191-3203
                Article
                DOI: 10.1109/TSP.2017.2686340
                SO-VID: 06c8fcd5-7282-482b-8a95-7aaab50bd0e8
                Copyright © © 2017
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