346 citations · 656 across the 19 of their papers we have counts for
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stat.CO2015★ 9 cited
Nonlinear state space smoothing using the conditional particle filter
Andreas Svensson, Thomas B. Schön, Manon Kok
To estimate the smoothing distribution in a nonlinear state space model, we apply the conditional particle filter with ancestor sampling. This gives an iterative algorithm in a Mar…
stat.CO2015★ 12 cited
Newton-based maximum likelihood estimation in nonlinear state space models
Manon Kok, Johan Dahlin, Thomas B. Schön +1
Maximum likelihood (ML) estimation using Newton's method in nonlinear state space models (SSMs) is a challenging problem due to the analytical intractability of the log-likelihood…