Comparison of simulation-based algorithms for parameter estimation and state reconstruction in nonlinear state-space models

DOI10.3934/DCDSS.2022054MaRDI QIDQ6160660zbMATH OpenOpenAlexFDO

Authors Thi Tuyet Trang Chau, Pierre Ailliot, Valérie Monbet, Pierre Tandeo

Publication date 26 June 2023

Published in Discrete and Continuous Dynamical Systems. Series S (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3934/dcdss.2022054

zbMATH Keywords

nonlinear modelsstatistical inferenceEM algorithmsbackward simulationconditional particle filtering

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Point estimation (62F10) Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05)

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Cites work

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Cited in

(4)

• Simultaneous estimation and modeling of nonlinear, non-Gaussian state-space systems
• An algorithm for non-parametric estimation in state-space models
• A Simulation-based Comparison Between Parametric and Nonparametric Estimation Methods in PBPK Models
• Joint parameter and state estimation based on marginal particle filter and particle swarm optimization

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