A sequential importance sampling filter with a new proposal distribution for state and parameter estimation of nonlinear dynamical systems (Q5438174)
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scientific article; zbMATH DE number 5229300
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A sequential importance sampling filter with a new proposal distribution for state and parameter estimation of nonlinear dynamical systems |
scientific article; zbMATH DE number 5229300 |
Statements
A sequential importance sampling filter with a new proposal distribution for state and parameter estimation of nonlinear dynamical systems (English)
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23 January 2008
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dynamic state estimation
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particle filter
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structural system identification
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stochastic Taylor expansion
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