Journal of Computational and Graphical Statistics · 1996 · 570 citations · 0 references
ComputingMathematicsPhysicsDynamical SystemsStochastic ModelingStochastic ProcessesBayesian FilteringMonte Carlo MethodsMonte Carlo SimulationState EstimationState-space ModelingState-space ModelsKalman SmootherNon-gaussian FilteringNon-gaussian State-space ModelsNonlinear State-space ModelsSmoothing Algorithms