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Volumn 340, Issue 10, 2005, Pages 759-764

Filtering discrete time nonlinear system with unknown parameters: A non parametric approach;Approche non paramétrique du filtrage de système non linéaire à temps discret et à paramètres inconnus

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Indexed keywords


EID: 18944397091     PISSN: 1631073X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.crma.2005.04.008     Document Type: Article
Times cited : (9)

References (16)
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    • Del Moral, P.1    Jacod, J.2    Protter, Ph.3
  • 4
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    • Branching and interacting particle systems approximations of Feynman-Kac formulae with applications to nonlinear filtering
    • J. Azéma M. Emery M. Ledoux M. Yor (Eds.) Séminaire de Probabilité XXXIV Springer
    • P. Del Moral L. Miclo Branching and interacting particle systems approximations of Feynman-Kac formulae with applications to nonlinear filtering in: J. Azéma M. Emery M. Ledoux M. Yor (Eds.) Séminaire de Probabilité XXXIV Lecture Notes in Math. 2000 Springer
    • (2000) Lecture Notes in Math.
    • Del Moral, P.1    Miclo, L.2
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    • Following a moving target-Monte Carlo inference for dynamic Bayesian models
    • W.R. Gilks C. Berzuini Following a moving target-Monte Carlo inference for dynamic Bayesian models J. Roy. Statist. Soc. Ser. B 63 1 2001 127-146
    • (2001) J. Roy. Statist. Soc. Ser. B , vol.63 , Issue.1 , pp. 127-146
    • Gilks, W.R.1    Berzuini, C.2
  • 8
    • 0031294907 scopus 로고    scopus 로고
    • Monte Carlo filter using the genetic algorithm operators
    • T. Higuchi Monte Carlo filter using the genetic algorithm operators J. Statist. Comput. Simulation 59 1 1997 1-23
    • (1997) J. Statist. Comput. Simulation , vol.59 , Issue.1 , pp. 1-23
    • Higuchi, T.1
  • 10
    • 0032347276 scopus 로고    scopus 로고
    • A self-organizing state-space model
    • G. Kitagawa A self-organizing state-space model J. Amer. Statist. Assoc. 93 443 1998 1203-1215
    • (1998) J. Amer. Statist. Assoc. , vol.93 , Issue.443 , pp. 1203-1215
    • Kitagawa, G.1
  • 11
    • 0038648513 scopus 로고    scopus 로고
    • A robustification approach to stability and to uniform particle approximation of nonlinear filters: The example of pseudo-mixing signals
    • F. LeGland N. Oudjane A robustification approach to stability and to uniform particle approximation of nonlinear filters: The example of pseudo-mixing signals Stochastic Process Appl. 106 2 2003 279-316
    • (2003) Stochastic Process Appl. , vol.106 , Issue.2 , pp. 279-316
    • LeGland, F.1    Oudjane, N.2
  • 12
    • 0001225908 scopus 로고    scopus 로고
    • Combined parameter and state estimation in simulation-based filtering
    • A. Doucet N. de Freitas N. Gordon (Eds.) Springer-Verlag New York
    • J. Liu M. West Combined parameter and state estimation in simulation-based filtering in: A. Doucet N. de Freitas N. Gordon (Eds.) Sequential Monte Carlo Methods Practice 2001 Springer-Verlag New York 197-223
    • (2001) Sequential Monte Carlo Methods Practice , pp. 197-223
    • Liu, J.1    West, M.2
  • 13
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    • Nonlinear filtering in discrete time: A particle convolution approach
    • Rapport technique 04-03, groupe biostatisque ENSAM/INRA/UM2 Montpellier, octobre sousmis à Stat. Inf. Stoc. Proc
    • V. Rossi, J.-P. Vila, Nonlinear filtering in discrete time: A particle convolution approach, Rapport technique 04-03, groupe biostatisque ENSAM/ INRA/UM2 Montpellier, octobre, (2004), sousmis à Stat. Inf. Stoc. Proc
    • (2004)
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    • Approximating posterior distribution by mixture
    • M. West Approximating posterior distribution by mixture J. Roy. Statist. Soc. Ser. B 55 1993 409-422
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    • West, M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.