A direct filter method for parameter estimation

DOI10.1016/j.jcp.2019.108871zbMath1453.62408OpenAlexW2964546405MaRDI QIDQ2222556

Xuemin Tu, Richard Archibald, Feng Bao

Publication date: 27 January 2021

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://www.osti.gov/biblio/1649525

zbMATH Keywords

parameter estimationstate-space modelBayesian inferencedata assimilationnonlinear filtering problem

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Bayesian inference (62F15)

Related Items

A drift homotopy implicit particle filter method for nonlinear filtering problems ⋮ A stochastic maximum principle approach for reinforcement learning with parameterized environment ⋮ A Sample-Wise Data Driven Control Solver for the Stochastic Optimal Control Problem with Unknown Model Parameters

Uses Software

• EnKF

Cites Work

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