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Volumn , Issue , 2007, Pages 1036-1039

Combined parameter and state estimation in particle filtering

Author keywords

Adaptive estimation; Parameter estimation; Particle filtering; Sequential monte carlo

Indexed keywords

ALGORITHMS; DYNAMICAL SYSTEMS; PARAMETER ESTIMATION; SEQUENTIAL MACHINES; STATIC ANALYSIS;

EID: 44349134545     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/ICCA.2007.4376514     Document Type: Conference Paper
Times cited : (9)

References (11)
  • 2
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    • Gamerman, D.1
  • 3
    • 0031321240 scopus 로고    scopus 로고
    • Dynamic conditional independence models and Markov chain Monte Carlo methods
    • C. Berzuini, N. G. Best, W. R. Gilks et al. "Dynamic conditional independence models and Markov chain Monte Carlo methods". J. Amer. Statist. Assoc., vol. 92, pp.1403-1411, 1997.
    • (1997) J. Amer. Statist. Assoc , vol.92 , pp. 1403-1411
    • Berzuini, C.1    Best, N.G.2    Gilks, W.R.3
  • 4
    • 44349142127 scopus 로고    scopus 로고
    • L. Jane, W. Mike. Combined parameter and state estimation in simulation-based filtering, in Sequential Monte Carlo Methods in Practice, A. Doucet, J. F. G. de Freitas, and N. J. Gordon, Eds. New York: Springer-Verlag, 2001.
    • L. Jane, W. Mike. "Combined parameter and state estimation in simulation-based filtering", in Sequential Monte Carlo Methods in Practice, A. Doucet, J. F. G. de Freitas, and N. J. Gordon, Eds. New York: Springer-Verlag, 2001.
  • 5
    • 0036475084 scopus 로고    scopus 로고
    • A particle algorithm for sequential Bayesian parameter estimation and model selection
    • D. S. Lee, N. K. K. Chia. "A particle algorithm for sequential Bayesian parameter estimation and model selection". IEEE Trasanctions on Signal Processing, vol. 50, no. 2, pp.326-336, 2002
    • (2002) IEEE Trasanctions on Signal Processing , vol.50 , Issue.2 , pp. 326-336
    • Lee, D.S.1    Chia, N.K.K.2
  • 6
    • 0036475891 scopus 로고    scopus 로고
    • Particle filters in state space models with the presence of unknown static parameters
    • G. Storvic. "Particle filters in state space models with the presence of unknown static parameters". IEEE transactions on Signal Processing, vol. 50, no. 2, pp.281-289. 2002.
    • (2002) IEEE transactions on Signal Processing , vol.50 , Issue.2 , pp. 281-289
    • Storvic, G.1
  • 7
    • 0036296224 scopus 로고    scopus 로고
    • Sequential particle filtering in the presence of additive Gaussian noise with unkown parameters
    • P. M. Djuric, J. Miguez. "Sequential particle filtering in the presence of additive Gaussian noise with unkown parameters". Proceeding of the IEEE, 2002.
    • (2002) Proceeding of the IEEE
    • Djuric, P.M.1    Miguez, J.2
  • 8
    • 10944251332 scopus 로고    scopus 로고
    • Particle methods for change detection, system identification, and control
    • C. Andrieu, A. Doucet, S. S. Singh, V. B. Tadic. "Particle methods for change detection, system identification, and control". Proceeding of the IEEE, vol. 92, no. 3, 2004.
    • (2004) Proceeding of the IEEE , vol.92 , Issue.3
    • Andrieu, C.1    Doucet, A.2    Singh, S.S.3    Tadic, V.B.4
  • 9
    • 0036061424 scopus 로고    scopus 로고
    • On-line optimization of sequential Monte Carlo methods using stochastic approximation
    • Anchorage
    • A. Doucet, V. B. Tadic. "On-line optimization of sequential Monte Carlo methods using stochastic approximation", in Proceeding of American Control Conference. Anchorage, vol. 4, pp.2565 - 2570. 2002.
    • (2002) Proceeding of American Control Conference , vol.4 , pp. 2565-2570
    • Doucet, A.1    Tadic, V.B.2
  • 11
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    • Implementation of the simultaneous perturbation algorithm for stochastic optimization
    • J. C. Spall. "Implementation of the simultaneous perturbation algorithm for stochastic optimization". IEEE Transactions on Aerospace and Electronic Systems, vol. 34, no. 3, pp.817-823, 1998.
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    • Spall, J.C.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.