Parameter estimation in general state-space models using particle methods
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- Sequential estimation of the time-dependent heat transfer coefficient using the method of fundamental solutions and particle filters
- Joint online parameter estimation and optimal sensor placement for the partially observed stochastic advection-diffusion equation
- Estimation of unknown parameters in nonlinear and non-Gaussian state-space models
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- Nonparametric particle filtering approaches for identification and inference in nonlinear state-space dynamic systems
- Maximum likelihood estimation of the Cox-Ingersoll-Ross model using particle filters
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