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      Particle filters for state estimation of jump Markov linear systems

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          Sequential Monte Carlo Methods in Practice

          Arnaud Doucet, Nando Freitas, Neil Gordon (2001)
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            Monte Carlo Filter and Smoother for Non-Gaussian Nonlinear State Space Models

            Genshiro Kitagawa (1996)
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              Sequential Monte Carlo Methods for Dynamic Systems

              Jun Liu, Rong Chen (1998)
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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): 1053587X
                Publication date (Print): March 2001
                Volume: 49
                Issue: 3
                Pages: 613-624
                Article
                DOI: 10.1109/78.905890
                SO-VID: 5b466448-fab1-43fe-90e0-b39fde28de01
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