Random sampling approach to state estimation in switching environments

DOI10.1016/0005-1098(77)90028-0zbMath0358.93044OpenAlexW2054929958MaRDI QIDQ1238773

Hajime Akashi, Hiromitsu Kumamoto

Publication date: 1977

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(77)90028-0

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation and detection in stochastic control theory (93E10)

Related Items

A Survey of Sequential Monte Carlo Methods for Economics and Finance ⋮ Detection and estimation for abruptly changing systems ⋮ Comments on ‘A multi-model adaptive predictor for stochastic processes with Markov switching parameters’ ⋮ Generalized pseudo-Bayes estimation and detection for abruptly changing systems ⋮ State estimation for jump Markov nonlinear systems of unknown measurement data covariance ⋮ On-Line Inference for Hidden Markov Models via Particle Filters ⋮ A detection-estimation scheme for state estimation in switching environments ⋮ On identification and adaptive estimation for systems with interrupted observations ⋮ Ergodicity and accuracy of optimal particle filters for Bayesian data assimilation ⋮ Bayesian state estimation in the presence of slow-rate integrated measurement

Cites Work

• Recursive Bayesian estimation using Gaussian sums
• Optimal recursive estimation with uncertain observation
• Learning with a probabilistic teacher
• Unnamed Item