Nonlinear filters based on taylor series expansions∗
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Publication:4337190
DOI10.1080/03610929608831763zbMATH Open0875.62436OpenAlexW2076480337MaRDI QIDQ4337190FDOQ4337190
Authors: Hisashi Tanizaki, Roberto S. Mariano 
Publication date: 19 May 1997
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610929608831763
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Cites Work
- Nonlinear Bayesian estimation using Gaussian sum approximations
- Recursive Bayesian estimation using piecewise constant approximations
- Non-Gaussian State-Space Modeling of Nonstationary Time Series
- Title not available (Why is that?)
- Recursive Bayesian estimation using Gaussian sums
- Measures of Deterministic Prediction Bias in Nonlinear Models
- Residual-Based Procedures for Prediction and Estimation in a Nonlinear Simultaneous System
- Asymptotically exact confidence intervals of cusum and cusumsq tests: a numerical derivation using simulation technique
- A comparison of three non-linear filters
- Asymptotic Behavior of Predictors in a Nonlinear Simultaneous System
Cited In (8)
- Nonlinear and nonnormal filters using Monte Carlo methods
- Modal Kalman filter
- Nonlinear and non-gaussian state estimation: A quasi-optimal estimator
- Bayesian estimation of state-space models using the Metropolis-Hastings algorithm within Gibbs sampling.
- Nonlinear and non-Gaussian state-space modeling with Monte Carlo simulations
- Nonlinear filters. Estimation and applications
- Nonlinear filters approximations by cumulant function expansion: The polynomial case
- On markov chain monte carlo methods for nonlinear and non-gaussian state-space models
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