关键词：滤波器；增量计算；参数空间
摘 要：In this paper, we demonstrate a connection between Storvik's lter and a Kalman lter in parameter space and establish more general conditions under which Storvik's lter works. Drawing on an analogy to the extended Kalman lter, we develop and analyze, both theoretically and experimentally, a Taylor approximation to the parameter posterior that allows Storvik's method to be applied to a broader class of models. Our experiments on both synthetic examples and real applications show improvement over existing methods.