A Practical Example for the Non-linear Bayesian Filtering of Model Parameters

DOI10.1007/978-3-030-48721-8_11zbMath1455.62188arXiv1807.08713OpenAlexW2914584651MaRDI QIDQ5141298

Jonas Latz, Matthieu Bulté, Elisabeth Ullmann

Publication date: 18 December 2020

Published in: Lecture Notes in Computational Science and Engineering (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1807.08713

zbMATH Keywords

sequential Monte Carlosequential importance samplingmodel parameterstime-dependent modelnonlinear Bayesian filteringparticle-based filters

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Monte Carlo methods (65C05) Applications of statistics to physics (62P35) Sequential estimation (62L12) Potentials, prospecting (86A20)

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Uses Software

• EnKF

Cites Work

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