Marginalized approximate filtering of state‐space models
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Cites work
- A new method for the nonlinear transformation of means and covariances in filters and estimators
- A Particle Filtering Scheme for Processing Time Series Corrupted by Outliers
- Adaptive kernels in approximate filtering of state-space models
- An adaptive sequential Monte Carlo method for approximate Bayesian computation
- Approximate Bayesian Computation for a Class of Time Series Models
- Approximate Bayesian Computation for Smoothing
- Approximate Bayesian computational methods
- Bayesian computation: a summary of the current state, and samples backwards and forwards
- Bayesian forecasting and dynamic models.
- Error bounds and normalising constants for sequential Monte Carlo samplers in high dimensions
- Filtering via approximate Bayesian computation
- Filtering via Simulation: Auxiliary Particle Filters
- Gaussian sum particle filtering
- Gradient free parameter estimation for hidden Markov models with intractable likelihoods
- scientific article; zbMATH DE number 1522719 (Why is no real title available?)
- scientific article; zbMATH DE number 4001209 (Why is no real title available?)
- Marginalized particle filters for mixed linear/nonlinear state-space models
- New insights into approximate Bayesian computation
- Parameter estimation for hidden Markov models with intractable likelihoods
- Particle Filtering for Partially Observed Gaussian State Space Models
- Time series analysis by state space methods.
Cited in
(5)- Kalman filtering based gradient estimation algorithms for observer canonical state-space systems with moving average noises
- Approximate Inference in State-Space Models With Heavy-Tailed Noise
- Implementation of a square-root filtering approach in marginalized particle filters for mixed linear/nonlinear state-space models
- Combined estimation of the parameters and states for a multivariable state‐space system in presence of colored noise
- The marginalized particle filter – analysis, applications and generalizations
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