Numerically stable online estimation of variance in particle filters
Numerically stable online estimation of variance in particle filters
复制标题
粒子滤波器方差的数值稳定在线估计
作者：
J. Olsson;R. Douc
本文讨论了序列蒙特卡罗方法中的方差估计，也称为粒子滤波器。方差估计，我们建议是一个自然的修改建议.
This paper discusses variance estimation in sequential Monte Carlo methods, alternatively termed particle filters. The variance estimator that we propose is a natural modification of that suggested ...