On-line optimization of sequential Monte Carlo methods using stochastic approximation

Proceedings of the American Control Conference

Volumn 4, Issue , 2002, Pages 2565-2570

  Doucet, Arnaud ^a   Tadić, Vladislav B ^a  

^a UNIVERSITY OF MELBOURNE   (Australia)

Author keywords

[No Author keywords available]

Indexed keywords

APPROXIMATION THEORY; COMPUTER SIMULATION; MATHEMATICAL MODELS; MONTE CARLO METHODS; ONLINE SYSTEMS; OPTIMAL CONTROL SYSTEMS; OPTIMIZATION; PROBABILITY DENSITY FUNCTION; RANDOM PROCESSES; STATE ESTIMATION; STATE SPACE METHODS;

ONLINE OPTIMIZATION; STOCHASTIC APPROXIMATION;

NONLINEAR CONTROL SYSTEMS;

EID: 0036061424     PISSN: 07431619     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/acc.2002.1025171     Document Type: Conference Paper

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