Nonparametric multi-step prediction in nonlinear state space dynamic systems

DOI10.1016/J.SPL.2010.09.020MaRDI QIDQ618008zbMATHOpenAlexFDO

Authors Jean-Pierre Vila

Publication date 14 January 2011

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2010.09.020

zbMATH Keywords

smoothingkernel density estimatorsfiltering

Mathematics Subject Classification ID

Density estimation (62G07) Inference from stochastic processes and prediction (62M20)

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Cited in

(9)

• A prediction-error and stepwise-regression estimation algorithm for non-linear systems
• scientific article; zbMATH DE number 932624 (Why is no real title available?)
• Nonparametric particle filtering approaches for identification and inference in nonlinear state-space dynamic systems
• Enhanced consistency of the resampled convolution particle filter
• Approximate Bayesian Prediction Using State Space Model with Uniform Noise
• A state predictor for continuous-time stochastic systems
• Predictive control of discrete time stochastic nonlinear state space dynamical systems: a particle nonparametric approach
• A state prediction scheme for discrete time nonlinear dynamic systems
• Recursive prediction error identification and scaling of non-linear state space models using a restricted Black box parameterization

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