Adaptive kernels in approximate filtering of state-space models

DOI10.1002/ACS.2739zbMATH Open1367.93642OpenAlexW2556955972MaRDI QIDQ4976368FDOQ4976368

Authors: Kamil Dedecius 

Publication date: 28 July 2017

Published in: International Journal of Adaptive Control and Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/acs.2739

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zbMATH Keywords

sequential Monte Carloparticle filterfilteringBayesian filteringnonlinear filtersapproximate filtering

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Adaptive control/observation systems (93C40) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10)

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Cited In (3)

• Marginalized approximate filtering of state‐space models
• Approximate linear minimum variance filters for continuous-discrete state space models: convergence and practical adaptive algorithms
• Filtering with state-observation examples via kernel Monte Carlo filter

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