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Publications by T. Schon

Marginalized Particle Filters for Mixed Linear/Nonlinear State-Space Models

IEEE Transactions on Signal Processing

Electronic Engineering

Signal Processing

English

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A Novel Adaptive Marginalized Particle Filter for Mixed Linear / Nonlinear State-Space Models

International Journal of Simulation: Systems, Science and Technology

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Rao-Blackwellized Auxiliary Particle Filters for Mixed Linear/Nonlinear Gaussian Models

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Deterministic and Stochastic Particle Filters in State-Space Models

English

Nonlinear Filters for Linear Models (A Robust Approach)

IEEE Transactions on Information Theory

Computer Science Applications

Information Systems

Information Sciences

English

Proposal Strategies for Joint State-Space Tracking With Particle Filters

English

Marginalized Predictive Likelihood Comparisons of Linear Gaussian State-Space Models With Applications to DSGE, DSGE-VAR, and VAR Models

Journal of Applied Econometrics

Social Sciences

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Mixed-Effects State-Space Models for Analysis of Longitudinal Dynamic Systems

Molecular Biology

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Biological Sciences

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Numerically Accelerated Importance Sampling for Nonlinear Non-Gaussian State Space Models

SSRN Electronic Journal

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Recursive Prediction Error Methods for Online Estimation in Nonlinear State-Space Models

Modeling, Identification and Control

Systems Engineering

Computer Science Applications

English