Bayesian estimation via sequential Monte Carlo sampling-Constrained dynamic systems

DOI10.1016/J.AUTOMATICA.2007.02.012MaRDI QIDQ2466922zbMATH OpenOpenAlexFDO

Authors Lixin Lang, Wen-Shiang Chen, Bhavik R. Bakshi, Prem K. Goel, Sridhar Ungarala

Publication date 16 January 2008

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.automatica.2007.02.012

zbMATH Keywords

constrained estimationdata rectificationextended Kalman filtermoving horizon estimationparticle filter

Mathematics Subject Classification ID

Sequential statistical analysis (62L10) Nonlinear systems in control theory (93C10) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Filtering in stochastic control theory (93E11)

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Cites work

• A survey of convergence results on particle filtering methods for practitioners
• Bayesian estimation via sequential Monte Carlo sampling-Constrained dynamic systems
• Bayesian Inference in Econometric Models Using Monte Carlo Integration
• scientific article; zbMATH DE number 1666085 (Why is no real title available?)
• scientific article; zbMATH DE number 1500585 (Why is no real title available?)
• Recursive Monte Carlo filters: algorithms and theoretical analysis
• State-estimators for chemical reaction networks of Feinberg-Horn-Jackson zero deficiency type
• Stochastic processes and filtering theory

Cited in

(18)

• Sequentially constrained Monte Carlo
• Constrained dynamic systems estimation based on adaptive particle filter
• Truncation nonlinear filters for state estimation with nonlinear inequality constraints
• Stability analysis for switched discrete-time linear singular systems
• Bayesian estimation via sequential Monte Carlo sampling-Constrained dynamic systems
• Sequential Monte Carlo sampling in hidden Markov models of nonlinear dynamical systems
• Following a moving target -- Monte Carlo inference for dynamic Bayesian models
• Nonlinear Bayesian state filtering with missing measurements and bounded noise and its application to vehicle position estimation
• State space modeling \& Bayesian inference with computational intelligence
• Convex saturated particle filter
• A particle filter via constrained sampling for nonlinear dynamic systems
• Approximate Bayesian Prediction Using State Space Model with Uniform Noise
• Stability analysis of implicit difference equations under restricted perturbations
• A cubatureH_∞filter and its square-root version
• Stability and stabilizability of positive switched discrete-time linear singular systems
• Solvability and stability of switched discrete-time linear singular systems under Lipschitz perturbations
• Sampling constrained continuous probability distributions: a review
• Controllability of second order discrete-time descriptor systems

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