Analysis of a sequential Monte Carlo method for optimization in dynamical systems

DOI10.1016/J.SIGPRO.2009.11.007MaRDI QIDQ985495zbMATH OpenOpenAlexFDO

Authors Joaquín Míguez

Publication date 6 August 2010

Published in Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.sigpro.2009.11.007

zbMATH Keywords

sequential Monte Carlostochastic optimizationdynamic optimizationnonlinear dynamicsnonlinear tracking

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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• Sequential Monte Carlo Methods in Practice
• Target Tracking by Particle Filtering in Binary Sensor Networks

Cited in

(9)

• Parallel sequential Monte Carlo for stochastic gradient-free nonconvex optimization
• scientific article; zbMATH DE number 1405859 (Why is no real title available?)
• Sequential Monte Carlo Techniques for Solving Non-Linear Systems
• A computational investigation of the optimal Halton sequence in QMC applications
• A Dynamical-System Analysis of the Optimum s-Gradient Algorithm
• On the convergence of two sequential Monte Carlo methods for maximum a posteriori sequence estimation and stochastic global optimization
• Parallelizing particle filters with butterfly interactions
• scientific article; zbMATH DE number 2044137 (Why is no real title available?)
• A Monte Carlo Method for Sensitivity Analysis and Parametric Optimization of Nonlinear Stochastic Systems

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