Some Details on State Space Smoothing using the Conditional Particle Filter

Andreas Svensson, Thomas B Schön, and Manon Kok

June 2015

Abstract:

This technical report gives some additional details on the numerical examples used in Nonlinear state space smoothing using the conditional particle filter, by the same authors, published in Proceedings of the 17th IFAC Symposium on System Identication (SYSID), Beijing, China, October 2015.

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