Mixture Kalman filters

Chen, Rong Huei; Liu, Jun S.

doi:10.1111/1467-9868.00246

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Mixture Kalman filters

Author(s): Rong Chen , Jun S. Liu

Publication date Created: August 2000

Publication date (Print): August 2000

Journal: Journal of the Royal Statistical Society: Series B (Statistical Methodology)

Publisher: Wiley-Blackwell

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Title: Journal of the Royal Statistical Society: Series B (Statistical Methodology)

Abbreviated Title: J Royal Statistical Soc B

Publisher: Wiley-Blackwell

ISSN (Print): 1369-7412

ISSN (Electronic): 1467-9868

Publication date Created: August 2000

Publication date (Print): August 2000

Volume: 62

Issue: 3

Pages: 493-508

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DOI: 10.1111/1467-9868.00246

SO-VID: 479345d8-2c7f-403b-92a1-51fc47240285

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http://doi.wiley.com/10.1002/tdm_license_1.1

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Mixture Kalman filters

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