Random sampling approach to state estimation in switching environments

DOI10.1016/0005-1098(77)90028-0MaRDI QIDQ1238773zbMATH OpenOpenAlexFDO

Authors Hajime Akashi, Hiromitsu Kumamoto

Publication date 1977

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0005-1098(77)90028-0

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation and detection in stochastic control theory (93E10)

Cites work

• scientific article; zbMATH DE number 3099224 (Why is no real title available?)
• Learning with a probabilistic teacher
• Optimal recursive estimation with uncertain observation
• Recursive Bayesian estimation using Gaussian sums

Cited in

(10)

• On identification and adaptive estimation for systems with interrupted observations
• Generalized pseudo-Bayes estimation and detection for abruptly changing systems
• Ergodicity and accuracy of optimal particle filters for Bayesian data assimilation
• State estimation for jump Markov nonlinear systems of unknown measurement data covariance
• Comments on ‘A multi-model adaptive predictor for stochastic processes with Markov switching parameters’
• Detection and estimation for abruptly changing systems
• A detection-estimation scheme for state estimation in switching environments
• Bayesian state estimation in the presence of slow-rate integrated measurement
• A survey of sequential Monte Carlo methods for economics and finance
• On-Line Inference for Hidden Markov Models via Particle Filters

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