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Received: 16 June 1998 / Revised version: 20 September 2000 / Published online: 5 June 2001
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Del Moral, P., Jacod, J. & Protter, P. The Monte-Carlo method for filtering with discrete-time observations. Probab Theory Relat Fields 120, 346–368 (2001). https://doi.org/10.1007/PL00008786
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DOI: https://doi.org/10.1007/PL00008786
- Mathematics Subject Classification (2000): 60G35, 93E11, 65C05, 65C30, 60J60
- Key words or phrases: Filtering – Signal detection – Monte Carlo