Joint parameter and state estimation based on marginal particle filter and particle swarm optimization

DOI10.1007/s00034-017-0721-4zbMath1432.62322OpenAlexW2774289326MaRDI QIDQ2333097

Ramazan Havangi

Publication date: 8 November 2019

Published in: Circuits, Systems, and Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00034-017-0721-4

zbMATH Keywords

particle filterPSOdual estimationextended marginal particle filter

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Point estimation (62F10) Bayesian inference (62F15) Approximation methods and heuristics in mathematical programming (90C59)

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Cites Work

• Particle approximations of the score and observed information matrix in state space models with application to parameter estimation
• Simulation-based sequential analysis of Markov switching stochastic volatility models
• Analysis of filtering and smoothing algorithms for Lévy-driven stochastic volatility models
• Parameter estimation in general state-space models using particle methods
• Particle Swarm Optimization for Vehicle Positioning Based on Robust Cubature Kalman Filter
• Dynamic Conditional Independence Models and Markov Chain Monte Carlo Methods
• Resampling algorithms and architectures for distributed particle filters

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