Pages that link to "Item:Q5682203"

The following pages link to Nonlinear Bayesian estimation using Gaussian sum approximations (Q5682203):

Displaying 34 items.

• Approximate importance sampling Monte Carlo for data assimilation (Q2371191) (← links)
• Interacting and annealing particle filters: mathematics and a recipe for applications (Q2384124) (← links)
• Performance evaluation of UKF-based nonlinear filtering (Q2491910) (← links)
• Smoother and Bayesian filter based semi-codeless tracking of dual-frequency GPS signals (Q2507499) (← links)
• Modified strong tracking unscented Kalman filter for nonlinear state estimation with process model uncertainty (Q2792856) (← links)
• A sigma point-based resampling algorithm in particle filter (Q2864812) (← links)
• Particle filters and Bayesian inference in financial econometrics (Q3018542) (← links)
• Active Data Collection for Efficient Estimation and Comparison of Nonlinear Neural Models (Q3116928) (← links)
• Smoothing and Filtering with a Class of Outer Measures (Q3176247) (← links)
• Computational Methods for Time Series Analysis (Q3298642) (← links)
• Nonlinear continuous time modeling approaches in panel research (Q3525702) (← links)
• Dirac Mixture Approximation for Nonlinear Stochastic Filtering (Q3564558) (← links)
• Approximation of probability distributions by convex mixtures of Gaussian measures (Q3574837) (← links)
• Developing practical filters for non-linear systems using a new approach (Q3674517) (← links)
• Adaptive forgetting in recursive identification through multiple models† (Q3727846) (← links)
• Optimal non-linear estimation for distributed-parameter systems via the partition theorem (Q3896938) (← links)
• An alternative approach to non-linear filtering† (Q3924069) (← links)
• (Q4212946) (← links)
• Nonlinear filters based on taylor series expansions^∗ (Q4337190) (← links)
• Nonlinear continuous-discrete filtering using kernel density estimatesand functional integrals (Q4409372) (← links)
• Gait Transitions in a Phase Oscillator Model of an Insect Central Pattern Generator (Q4608096) (← links)
• Functional adaptive controller for multivariable stochastic systems with dynamic structure of neural network (Q4908492) (← links)
• (Q4969053) (← links)
• Modeling atmospheric dispersion: Uncertainty management of release height after a nuclear accident (Q5079086) (← links)
• A Survey of Sequential Monte Carlo Methods for Economics and Finance (Q5080148) (← links)
• Numerical integration‐based Gaussian mixture filters for maximum likelihood estimation of asymmetric stochastic volatility models (Q5427674) (← links)
• Understanding the Ensemble Kalman Filter (Q5884466) (← links)
• Warp Bridge Sampling: The Next Generation (Q5885108) (← links)
• Monte Carlo filters for non-linear state estimation (Q5926165) (← links)
• Distributed maximum correntropy unscented Kalman filtering with state equality constraints (Q6071491) (← links)
• Quadratic covariance‐constrained filtering for linear and non‐linear systems with non‐Gaussian noises (Q6081056) (← links)
• Non-Gaussian Bayesian filtering by density parametrization using power moments (Q6110312) (← links)
• Non-iterative Cauchy kernel-based maximum correntropy cubature Kalman filter for non-Gaussian systems (Q6158946) (← links)
• Maximum likelihood estimation of latent Markov models using closed-form approximations (Q6199638) (← links)