Bayesian state and parameter estimation of uncertain dynamical systems

Probabilistic Engineering Mechanics

Volumn 21, Issue 1, 2006, Pages 81-96

  Ching, Jianye ^a   Beck, James L ^b   Porter, Keith A ^b  

^a NATIONAL TAIWAN UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Taiwan)

^b CALIFORNIA INSTITUTE OF TECHNOLOGY   (United States)

Author keywords

Bayesian analysis; Dynamical systems; Extended Kalman filter; Importance sampling; Monte Carlo simulation; Parameter estimation; Particle filter; State estimation; Stochastic simulation

Indexed keywords

COMPUTER SIMULATION; KALMAN FILTERING; MATHEMATICAL MODELS; MONTE CARLO METHODS; NONLINEAR EQUATIONS; PARAMETER ESTIMATION; STATE ESTIMATION; UNCERTAIN SYSTEMS;

BAYESIAN ANALYSIS; DYNAMICAL SYSTEMS; EXTENDED KALMAN FILTERS; IMPORTANCE SAMPLING; PARTICLE FILTERS; STOCHASTIC SIMULATION;

DYNAMIC PROGRAMMING;

EID: 28244486850     PISSN: 02668920     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.probengmech.2005.08.003     Document Type: Article

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