A variational marginalized particle filter for jump Markov nonlinear systems with unknown transition probabilities
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Title
A variational marginalized particle filter for jump Markov nonlinear systems with unknown transition probabilities
Authors
Keywords
Jump Markov nonlinear systems, Marginalized particle filter, Variational inference, Extended factorized approximation
Journal
SIGNAL PROCESSING
Volume 188, Issue -, Pages 108226
Publisher
Elsevier BV
Online
2021-06-27
DOI
10.1016/j.sigpro.2021.108226
References
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