Particle methods for optimal filter derivative: Application to parameter estimation

ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings

Volumn V, Issue , 2005, Pages

  Poyiadjis, George ^a   Doucet, Arnaud ^a   Singh, Sumeetpal S ^a  

^a UNIVERSITY OF CAMBRIDGE   (United Kingdom)

Author keywords

Optimal Filtering; Parameter Estimation; Sequential Monte Carlo; State Space Models; Stochastic Approximation

Indexed keywords

APPROXIMATION THEORY; COMPUTER SIMULATION; ERROR ANALYSIS; GAUSSIAN NOISE (ELECTRONIC); NONLINEAR SYSTEMS; PARAMETER ESTIMATION; WAVE FILTERS;

OPTIMAL FILTER; OPTIMAL FILTERING; SEQUENTIAL MONTE CARLO; STATE-SPACE MODELS; STOCHASTIC APPROXIMATION;

OPTIMAL SYSTEMS;

EID: 33646800208     PISSN: 15206149     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/ICASSP.2005.1416456     Document Type: Conference Paper

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