Approximate Conditional Mean Particle Filtering for Linear/Nonlinear Dynamic State Space Models

DOI10.1109/TSP.2008.929660MaRDI QIDQ4568874zbMATH OpenOpenAlexDBLPWikidataFDO

Authors Derek Yee, James P. Reilly, Thia Kirubarajan, Kumaradevan Punithakumar

Publication date 27 June 2018

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tsp.2008.929660

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Cited in

(4)

• Asymptotic properties of particle filter-based maximum likelihood estimators for state space models
• An Introduction to Twisted Particle Filters and Parameter Estimation in Non-Linear State-Space Models
• Marginalized approximate filtering of state‐space models
• Efficient particle filtering for jump markov systems. Application to time-varying autoregressions

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