Nonparametric particle filtering approaches for identification and inference in nonlinear state-space dynamic systems
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Cites work
- scientific article; zbMATH DE number 1666086 (Why is no real title available?)
- scientific article; zbMATH DE number 1666095 (Why is no real title available?)
- scientific article; zbMATH DE number 3189754 (Why is no real title available?)
- A uniform convergence theorem for the numerical solving of the nonlinear filtering problem
- Advanced point-mass method for nonlinear state estimation
- An adaptive sequential Monte Carlo method for approximate Bayesian computation
- Application of Monte Carlo method to optimal control for linear systems under measurement noise with Markov dependent statistical property
- Bayes Factors
- Bayes factor estimation for nonlinear dynamic state space models
- CONTINUOUS INSPECTION SCHEMES
- Efficient Bayes factor estimation from the reversible jump output
- Enhanced consistency of the resampled convolution particle filter
- Exact and Computationally Efficient Likelihood-Based Estimation for Discretely Observed Diffusion Processes (with Discussion)
- Filtering discrete time nonlinear systems with unknown parameters: a nonparametric approach.
- Filtering via approximate Bayesian computation
- Fundamentals of stochastic filtering
- Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates
- Inference in hidden Markov models.
- Information bounds and quick detection of parameter changes in stochastic systems
- Monte Carlo strategies in scientific computing
- Non-Gaussian State-Space Modeling of Nonstationary Time Series
- 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.
- Nonparametric multi-step prediction in nonlinear state space dynamic systems
- On Estimation of a Probability Density Function and Mode
- Optimality of CUSUM Rule Approximations in Change-Point Detection Problems: Application to Nonlinear State–Space Systems
- Parameter estimation for hidden Markov models with intractable likelihoods
- Particle Filters for Partially Observed Diffusions
- Present Position and Potential Developments: Some Personal Views: Statistical Theory: The Prequential Approach
- Procedures for Reacting to a Change in Distribution
- Recursive Bayesian estimation using Gaussian sums
- Recursive Bayesian estimation using piecewise constant approximations
- Sequential Monte Carlo Methods in Practice
- Stability and uniform approximation of nonlinear filters using the Hilbert metric and application to particle filters
- Stochastic processes and filtering theory
- The Monte-Carlo method for filtering with discrete-time observations
Cited in
(12)- Filtering discrete time nonlinear systems with unknown parameters: a nonparametric approach.
- Bayes factor estimation for nonlinear dynamic state space models
- Approximate Bayesian Computation for Smoothing
- Approximate Bayesian Computation for a Class of Time Series Models
- Nonparametric multi-step prediction in nonlinear state space dynamic systems
- Gradient free parameter estimation for hidden Markov models with intractable likelihoods
- Inference on high-dimensional implicit dynamic models using a guided intermediate resampling filter
- A novel filtering framework through Girsanov correction for the identification of nonlinear dynamical systems
- Likelihood function modeling of particle filter in presence of non-stationary non-Gaussian measurement noise
- An Introduction to Twisted Particle Filters and Parameter Estimation in Non-Linear State-Space Models
- An improved particle filtering-based approach for health prediction and prognosis of nonlinear systems
- A comparison of inferential methods for highly nonlinear state space models in ecology and epidemiology
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