Nonparametric multi-step prediction in nonlinear state space dynamic systems

DOI10.1016/J.SPL.2010.09.020zbMATH Open1206.62065OpenAlexW2004276328MaRDI QIDQ618008FDOQ618008

Jean-Pierre Vila

Publication date: 14 January 2011

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2010.09.020

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zbMATH Keywords

smoothingkernel density estimatorsfiltering

Mathematics Subject Classification ID

Density estimation (62G07) Inference from stochastic processes and prediction (62M20)

Cites Work

• Sequential Monte Carlo Methods in Practice
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• On Estimation of a Probability Density Function and Mode
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• Recursive Bayesian estimation using piecewise constant approximations
• Nonlinear model predictive control. Towards new challenging applications. Selected papers based on the presentations at the international workshop on assessment and future directions of nonlinear model predictive control (NMPC08), Pavia, Italy, September 5--9, 2008.
• Recursive Bayesian estimation using Gaussian sums
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• New developments in state estimation for nonlinear systems
• The Monte-Carlo method for filtering with discrete-time observations
• Measure-valued processes and interacting particle systems. Application to nonlinear filtering problems
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• Filtering discrete time nonlinear systems with unknown parameters: a nonparametric approach.
• Advanced point-mass method for nonlinear state estimation
• Identification, Estimation, and Control of Uncertain Dynamic Systems: A Nonparametric Approach

Cited In (8)

• A prediction-error and stepwise-regression estimation algorithm for non-linear systems
• A state prediction scheme for discrete time nonlinear dynamic systems
• Enhanced consistency of the resampled convolution particle filter
• Approximate Bayesian Prediction Using State Space Model with Uniform Noise
• Predictive control of discrete time stochastic nonlinear state space dynamical systems: a particle nonparametric approach
• Nonparametric particle filtering approaches for identification and inference in nonlinear state-space dynamic systems
• Title not available (Why is that?)
• Recursive prediction error identification and scaling of non-linear state space models using a restricted Black box parameterization

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