A fast weighted bayesian bootstrap filter for nonlinear model state estimation

IEEE Transactions on Aerospace and Electronic Systems

Volumn 33, Issue 1, 1997, Pages 338-343

  Beadle, Edward R ^a   Djuklé, Petar M ^a  

^a Stony Brook University   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; MATHEMATICAL MODELS; PROBABILITY; PROBABILITY DENSITY FUNCTION; RANDOM PROCESSES; STATE ESTIMATION; VECTORS;

FAST WEIGHTED BAYESIAN BOOTSTRAP FILTER; NONLINEAR MODEL STATE ESTIMATION; RESAMPLING;

SIGNAL FILTERING AND PREDICTION;

EID: 0030865496     PISSN: 00189251     EISSN: None     Source Type: Journal    
DOI: 10.1109/7.570818     Document Type: Article

References (7)

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3. Kay, S. M. (1993) Fundamentals of Statistical Signal Processing. Englewood Cliffs, NJ: Prentice Hall, 1993.
4. Kittagawa, G. (1987) Non-Gaussian state-space modeling of nonstationary time series. Journal of the American Statistical Association, 82, 400 (1987), 1032-1063.
5. Ljung, L., and Söderström, T. (1987) Theory and Practice of Recursive Identification, Cambridge, MA: MIT Press, 1987.
6. Smith, A. F. M., and Gelfand, A. E. (1992) Bayesian statistics without tears: A sampling-resampling perspective. The American Statistician, 46, 2 (1992), 84-88.
7. Stuart, A., and Ord, K. (1994) Kendall's Advanced Theory of Statistics. New York: Wiley, 1994, ch. 5.