scientific article; zbMATH DE number 1383466

DOI10.1002/(SICI)1099-1115(199908)13:6%3C469::AID-ACS555%3E3.0.CO;2-OMaRDI QIDQ4719211zbMATH OpenFDO

Authors

Publication date 27 January 2000

Full work available at URL https://doi.org/10.1002/(SICI)1099-1115(199908)13:6%3C469::AID-ACS555%3E3.0.CO;2-O

zbMATH Keywords

Bayesian methodsinformation geometrylocal regressionMonte Carlo simulationnonlinear estimation

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

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Cites work

• Differential-geometrical methods in statistics
• scientific article; zbMATH DE number 3155238 (Why is no real title available?)
• scientific article; zbMATH DE number 47282 (Why is no real title available?)
• scientific article; zbMATH DE number 840151 (Why is no real title available?)
• scientific article; zbMATH DE number 849939 (Why is no real title available?)
• scientific article; zbMATH DE number 926776 (Why is no real title available?)
• Recursive nonlinear estimation. A geometric approach
• Stochastic processes and filtering theory

Cited in

(12)

• Variational Bayesian identification and prediction of stochastic nonlinear dynamic causal models
• How common is identification in parametric models?
• Bayesian estimation and forecasting in nonlinear models. Application to an LSTAR model
• Bayes estimators of nonlinear regression and allied issues
• Computational system identification for Bayesian NARMAX modelling
• Identification of complex models
• Bayesian identification of stochastic linear systems with observations at multiple scales
• The application of the NTM method in nonlinear Bayesian dynamic models
• Bayesian error isolation for models of large-scale systems
• scientific article; zbMATH DE number 270266 (Why is no real title available?)
• A Bayesian-variational cyclic method for solving estimation problems characterized by non-uniqueness (equifinality)
• Bayesian system identification via Markov chain Monte Carlo techniques

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