Pages that link to "Item:Q2547194"
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The following pages link to Recursive Bayesian estimation using Gaussian sums (Q2547194):
Displayed 50 items.
- Efficient adaptation of design parameters of derivative-free filters (Q315119) (← links)
- Prediction error sampling procedure based on dominant Schur decomposition. Application to state estimation in high dimensional oceanic model (Q426413) (← links)
- Nonparametric multi-step prediction in nonlinear state space dynamic systems (Q618008) (← links)
- Advanced point-mass method for nonlinear state estimation (Q856529) (← links)
- Nonparametric particle filtering approaches for identification and inference in nonlinear state-space dynamic systems (Q892433) (← links)
- Derivative-free estimation methods: new results and performance analysis (Q963986) (← links)
- Scaled unscented transform Gaussian sum filter: theory and application (Q968520) (← links)
- A call-independent and automatic acoustic system for the individual recognition of animals: a novel model using four passerines (Q991275) (← links)
- Asset pricing with incomplete information and fat tails (Q1042357) (← links)
- Nonlinear filtering algorithms for vector processing machines (Q1142745) (← links)
- On the development of practical nonlinear filters (Q1211467) (← links)
- Gaussian sum approximations in nonlinear filtering and control (Q1211469) (← links)
- Partitioned estimation algorithms. I: Nonlinear estimation (Q1215373) (← links)
- Parameter estimation using splines (Q1219138) (← links)
- A Gaussian sum approach to the multi-target identification-tracking problem (Q1221611) (← links)
- Exact and approximate state estimation for nonlinear dynamic systems (Q1222619) (← links)
- Random sampling approach to state estimation in switching environments (Q1238773) (← links)
- Bayesian and likelihood inference from equally weighted mixtures (Q1336520) (← links)
- High-order filters for estimation in non-Gaussian noise (Q1338852) (← links)
- Robust locally optimal filters: Kalman and Bayesian estimation theory (Q1373380) (← links)
- Nonlinear and non-Gaussian state-space modeling with Monte Carlo simulations (Q1377315) (← links)
- Nonlinear and nonnormal filters using Monte Carlo methods (Q1390884) (← links)
- On pursuit and feedback in optimal stochastic control - explicit control laws (Q1394209) (← links)
- Suboptimal Kalman filtering for linear systems with Gaussian-sum type of noise (Q1596894) (← links)
- The conditionally minimax nonlinear filtering method and modern approaches to state estimation in nonlinear stochastic systems (Q1641941) (← links)
- Particle Gaussian mixture filters. I. (Q1716620) (← links)
- Particle Gaussian mixture filters. II. (Q1716621) (← links)
- Non-Gaussian seasonal adjustment (Q1822876) (← links)
- Recursive Bayesian estimation using piecewise constant approximations (Q1824597) (← links)
- An adaptive robustizing approach to Kalman filtering (Q1838448) (← links)
- Performance bounds for estimation under uncertainty (Q1843286) (← links)
- The two-filter formula for smoothing and an implementation of the Gaussian-sum smoother (Q1895418) (← links)
- The Kantorovich inequality for error analysis of the Kalman filter with unknown noise distributions (Q1902593) (← links)
- Truncation nonlinear filters for state estimation with nonlinear inequality constraints (Q1941248) (← links)
- Parallel probabilistic graphical model approach for nonparametric Bayesian inference (Q2000451) (← links)
- Multi-target identity management for unknown and time-varying number of targets in clutter (Q2034229) (← links)
- A Kalman particle filter for online parameter estimation with applications to affine models (Q2046297) (← links)
- Maximum likelihood estimation for non-minimum-phase noise transfer function with Gaussian mixture noise distribution (Q2059327) (← links)
- Event based estimation with correlated noises (Q2318769) (← links)
- On computing distributions of products of random variables via Gaussian multiresolution analysis (Q2325538) (← links)
- Generalised particle filters with Gaussian mixtures (Q2348297) (← links)
- Blended particle methods with adaptive subspaces for filtering turbulent dynamical systems (Q2356853) (← links)
- The auxiliary iterated extended Kalman particle filter (Q2357902) (← links)
- Some approximations of the logistic distribution with application to the covariance matrix of logistic regression (Q2446704) (← links)
- Approximations to nonlinear observers (Q2558263) (← links)
- Texture analysis by accurate identification of simple Markovian models (Q2583609) (← links)
- Sparse estimation: an MMSE approach (Q2700880) (← links)
- Implicit dual control based on particle filtering and forward dynamic programming (Q2928571) (← links)
- Fast continuous-discrete DAF-filters (Q2930879) (← links)
- Blended particle filters for large-dimensional chaotic dynamical systems (Q2962226) (← links)