Higher order sigma point filter: a new heuristic for nonlinear time series filtering
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Publication:905348
DOI10.1016/J.AMC.2013.06.084zbMATH Open1329.62388OpenAlexW1989674551MaRDI QIDQ905348FDOQ905348
Authors: K. Ponomareva, Paresh Date 
Publication date: 19 January 2016
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: http://bura.brunel.ac.uk/handle/2438/10046
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Cites Work
- Sequential Monte Carlo Methods in Practice
- A theory of the term structure of interest rates
- Stochastic processes and filtering theory
- Title not available (Why is that?)
- A new algorithm for latent state estimation in non-linear time series models
- Different approaches for state filtering in nonlinear systems with uncertain observations
- Random orthogonal matrix simulation
Cited In (4)
- Comment on ``An algorithm for moment-matching scenario generation with application to financial portfolio optimisation
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- A new algorithm for latent state estimation in non-linear time series models
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