Method of adjoint particle filters in nonlinear Bayesian estimation problems with a high prior uncertainty
From MaRDI portal
Publication:499100
DOI10.1134/S106423071503003XzbMATH Open1327.93366MaRDI QIDQ499100FDOQ499100
Authors: D. G. Arsenjev, N. A. Berkovskii
Publication date: 30 September 2015
Published in: Journal of Computer and Systems Sciences International (Search for Journal in Brave)
Recommendations
- Sequential Monte Carlo methods for nonlinear discrete-time filtering
- Sequential analysis of nonlinear dynamic systems using particles and mixtures
- scientific article; zbMATH DE number 777924
- Particle Gaussian mixture filters. I.
- Parameter estimation in general state-space models using particle methods
Filtering in stochastic control theory (93E11) Control/observation systems with incomplete information (93C41) Estimation and detection in stochastic control theory (93E10)
Cites Work
Cited In (2)
Uses Software
This page was built for publication: Method of adjoint particle filters in nonlinear Bayesian estimation problems with a high prior uncertainty
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q499100)