{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2022,6,12]],"date-time":"2022-06-12T11:08:08Z","timestamp":1655032088802},"reference-count":17,"publisher":"Springer Science and Business Media LLC","issue":"2","content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Stat Comput"],"published-print":{"date-parts":[[2009,6]]},"DOI":"10.1007\/s11222-008-9084-9","type":"journal-article","created":{"date-parts":[[2008,7,30]],"date-time":"2008-07-30T15:28:08Z","timestamp":1217431688000},"page":"203-208","source":"Crossref","is-referenced-by-count":21,"title":["Gaussian proposal density using moment matching in SMC methods"],"prefix":"10.1007","volume":"19","author":[{"given":"S.","family":"Saha","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"P. K.","family":"Mandal","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Y.","family":"Boers","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"H.","family":"Driessen","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"A.","family":"Bagchi","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"297","published-online":{"date-parts":[[2008,7,31]]},"reference":[{"issue":"4","key":"9084_CR1","first-page":"211","volume":"19","author":"H. Akashi","year":"1975","unstructured":"Akashi, H., Kumamoto, H.: Construction of discrete-time nonlinear filter by Monte Carlo methods with variance-reducing techniques. Syst. Control 19(4), 211\u2013221 (1975). (In Japanese)","journal-title":"Syst. Control"},{"key":"9084_CR2","volume-title":"Optimal Filtering","author":"B. Anderson","year":"1979","unstructured":"Anderson, B., Moore, J.: Optimal Filtering. Prentice-Hall, Englewood Cliffs (1979)"},{"issue":"2","key":"9084_CR3","doi-asserted-by":"crossref","first-page":"174","DOI":"10.1109\/78.978374","volume":"50","author":"S. Arulampalam","year":"2002","unstructured":"Arulampalam, S., Maskell, S., Gordon, N., Clapp, T.: A tutorial on particle filters for online nonlinear\/non-Gaussian Bayesian tracking. IEEE Trans. Signal Process. 50(2), 174\u2013188 (2002)","journal-title":"IEEE Trans. Signal Process."},{"key":"9084_CR4","series-title":"Series in Systems and Control Engineering","volume-title":"Optimal Control of Stochastic Systems","author":"A. Bagchi","year":"1993","unstructured":"Bagchi, A.: Optimal Control of Stochastic Systems. Series in Systems and Control Engineering. Prentice-Hall International, Englewood Cliffs (1993)"},{"key":"9084_CR5","volume-title":"Sequential Monte Carlo Methods in Practice","year":"2001","unstructured":"Doucet, A., de Freitas, J., Gordon, N. (eds.): Sequential Monte Carlo Methods in Practice. Springer, New York (2001)"},{"key":"9084_CR6","doi-asserted-by":"crossref","first-page":"197","DOI":"10.1023\/A:1008935410038","volume":"10","author":"A. Doucet","year":"2000","unstructured":"Doucet, A., Godsill, S., Andrieu, C.: On sequential Monte Carlo sampling methods for Bayesian filtering. Stat. Comput. 10, 197\u2013208 (2000)","journal-title":"Stat. Comput."},{"issue":"2","key":"9084_CR7","doi-asserted-by":"crossref","first-page":"107","DOI":"10.1049\/ip-f-2.1993.0015","volume":"140","author":"N. Gordon","year":"1993","unstructured":"Gordon, N., Salmond, D.J., Smith, A.: Novel approach to nonlinear\/non-Gaussian Bayesian state estimation. IEE Proc. F, Radar Signal Process. 140(2), 107\u2013113 (1993)","journal-title":"IEE Proc. F, Radar Signal Process."},{"issue":"2","key":"9084_CR8","doi-asserted-by":"crossref","first-page":"135","DOI":"10.1007\/s11222-005-6846-5","volume":"15","author":"D. Guo","year":"2005","unstructured":"Guo, D., Wang, X., Chen, R.: New sequential Monte Carlo methods for nonlinear dynamic systems. Stat. Comput. 15(2), 135\u2013147 (2005)","journal-title":"Stat. Comput."},{"issue":"5","key":"9084_CR9","doi-asserted-by":"crossref","first-page":"547","DOI":"10.1080\/00207176908905777","volume":"9","author":"J.E. Handschin","year":"1969","unstructured":"Handschin, J.E., Mayne, D.Q.: Monte Carlo techniques to estimate the conditional expectation in multistage nonlinear filtering. Int. J. Control 9(5), 547\u2013559 (1969)","journal-title":"Int. J. Control"},{"issue":"5","key":"9084_CR10","doi-asserted-by":"crossref","first-page":"910","DOI":"10.1109\/9.855552","volume":"45","author":"K. Ito","year":"2000","unstructured":"Ito, K., Xiong, K.: Gaussian filters for nonlinear filtering problems. IEEE Trans. Automat. Contr. 45(5), 910\u2013927 (2000)","journal-title":"IEEE Trans. Automat. Contr."},{"key":"9084_CR11","volume-title":"Stochastic Processes and Filtering Theory","author":"A. Jazwinski","year":"1970","unstructured":"Jazwinski, A.: Stochastic Processes and Filtering Theory. Academic Press, New York (1970)"},{"key":"9084_CR12","first-page":"182","volume-title":"Proceedings of AeroSense: The 11th International Symposium on Aerospace\/Defense Sensing, Simulation and Controls, Multi Sensor Fusion, Tracking and Resource Management, vol.\u00a0II","author":"S. Julier","year":"1997","unstructured":"Julier, S., Uhlmann, J.: A new extensions of the Kalman filter to nonlinear systems. In: Proceedings of AeroSense: The 11th International Symposium on Aerospace\/Defense Sensing, Simulation and Controls, Multi Sensor Fusion, Tracking and Resource Management, vol.\u00a0II, pp. 182\u2013193. SPIE, Bellingham (1997)"},{"issue":"400","key":"9084_CR13","first-page":"1032","volume":"82","author":"G. Kitagawa","year":"1987","unstructured":"Kitagawa, G.: Non-Gaussian state-space modeling of nonstationary time series. J. Am. Stat. Assoc. 82(400), 1032\u20131063 (1987)","journal-title":"J. Am. Stat. Assoc."},{"issue":"446","key":"9084_CR14","doi-asserted-by":"crossref","first-page":"590","DOI":"10.1080\/01621459.1999.10474153","volume":"94","author":"M.K. Pitt","year":"1999","unstructured":"Pitt, M.K., Shephard, N.: Filtering via simulation: Auxiliary particle filters. J. Am. Stat. Assoc. 94(446), 590\u2013599 (1999)","journal-title":"J. Am. Stat. Assoc."},{"key":"9084_CR15","unstructured":"van der Merwe, R., de Freitas, N., Doucet, A., Wan, E.: The unscented particle filter. Technical Report CUED\/F-INFENG\/TR 380, Cambridge University Engineering Department, Cambridge (2000)"},{"key":"9084_CR16","volume-title":"Proceedings of the IEEE 2000 Adaptive Systems for Signal Processing, Communications and Control Symposium (AS-SPCC), Lake Louise, Alberta, Canada","author":"E. Wan","year":"2000","unstructured":"Wan, E., van der Merwe, R.: The unscented Kalman filter for nonlinear estimation. In: Proceedings of the IEEE 2000 Adaptive Systems for Signal Processing, Communications and Control Symposium (AS-SPCC), Lake Louise, Alberta, Canada. IEEE Press, New York (2000)"},{"key":"9084_CR17","first-page":"325","volume":"24","author":"M. West","year":"1993","unstructured":"West, M.: Mixture models, Monte Carlo, Bayesian updating and dynamic models. Comput. Sci. Stat. 24, 325\u2013333 (1993)","journal-title":"Comput. Sci. Stat."}],"container-title":["Statistics and Computing"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s11222-008-9084-9.pdf","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,4,18]],"date-time":"2019-04-18T14:39:00Z","timestamp":1555598340000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/s11222-008-9084-9"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2008,7,31]]},"references-count":17,"journal-issue":{"issue":"2","published-print":{"date-parts":[[2009,6]]}},"alternative-id":["9084"],"URL":"https:\/\/doi.org\/10.1007\/s11222-008-9084-9","relation":{},"ISSN":["0960-3174","1573-1375"],"issn-type":[{"value":"0960-3174","type":"print"},{"value":"1573-1375","type":"electronic"}],"subject":[],"published":{"date-parts":[[2008,7,31]]}}}