A new algorithm for latent state estimation in non-linear time series models (Q2518712)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A new algorithm for latent state estimation in non-linear time series models |
scientific article |
Statements
A new algorithm for latent state estimation in non-linear time series models (English)
0 references
16 January 2009
0 references
state estimation
0 references
sigma point filters
0 references
non-linear time series
0 references
numerical examples
0 references
optimal state estimation
0 references
algorithm
0 references
random number generator
0 references
0 references
0 references