Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Online inference in Markov modulated nonlinear dynamic systems: a
  Rao-Blackwellized particle filtering approach   The Markov modulated (switching) state space is an important model paradigm
in applied statistics. In this article, we specifically consider Markov
modulated nonlinear state-space models and address the online Bayesian
inference problem for such models. In particular, we propose a new
Rao-Blackwellized particle filter for the inference task which is our main
contribution here. The detailed descriptions including an algorithmic summary
are subsequently presented.

37
The categories of this paper are: supr-con
17
The categories of this paper are: q-fin
1
The categories of this paper are: cs
14
The categories of this paper are: math-ph
34
The categories of this paper are: chem-ph
33
The categories of this paper are: plasm-ph
20
The categories of this paper are: acc-phys
25
The categories of this paper are: patt-sol
31
The categories of this paper are: ao-sci
22
The categories of this paper are: chao-dyn
6
The categories of this paper are: astro-ph
36
The categories of this paper are: cmp-lg
7
The categories of this paper are: hep-th
0
The categories of this paper are: hep-ph
32
The categories of this paper are: atom-ph
12
The categories of this paper are: nucl-th