Particle methods for change detection, system identification, and control

Proceedings of the IEEE

Volumn 92, Issue 3, 2004, Pages 423-438

  Andrieu, Christophe ^a   Doucet, Arnaud ^b   Singh, Sumeetpal S ^b,c   Tadić, Vladislav B ^d  

^a UNIVERSITY OF BRISTOL   (United Kingdom)

^b UNIVERSITY OF CAMBRIDGE   (United Kingdom)

^c UNIVERSITY OF MELBOURNE   (Australia)

^d UNIVERSITY OF SHEFFIELD   (United Kingdom)

Author keywords

Change detection; Control; Optimal filtering; Parameter estimation; Sequential Monte Carlo; Stale space models; Stochastic approximation

Indexed keywords

APPROXIMATION THEORY; COMPUTER SIMULATION; MATHEMATICAL MODELS; MONTE CARLO METHODS; PARAMETER ESTIMATION; PROBLEM SOLVING; STATE SPACE METHODS;

CHANGE DETECTION; OPTIMAL FILTERING; SEQUENTIAL MONTE CARLO; STOCHASTIC APPROXIMATIONS;

NONLINEAR FILTERING;

EID: 10944251332     PISSN: 00189219     EISSN: None     Source Type: Journal    
DOI: 10.1109/JPROC.2003.823142     Document Type: Conference Paper

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