Adaptive kernels in approximate filtering of state-space models

DOI10.1002/ACS.2739MaRDI QIDQ4976368zbMATHOpenAlexFDO

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

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)

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

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