A semi-analytical particle filter for identification of nonlinear oscillators

Probabilistic Engineering Mechanics

Volumn 25, Issue 1, 2010, Pages 35-48

  Sajeeb, R ^a   Manohar, C S ^a   Roy, D ^a  

^a INDIAN INSTITUTE OF SCIENCE   (India)

Author keywords

Ito Taylor's expansion; Local linearization; Parameter estimation; Particle filter; System identification

Indexed keywords

ANALYTICAL COMPUTATIONS; DENSITY FUNCTIONS; ENGINEERING INTERESTS; FILTERING ALGORITHM; GAUSSIANS; ITO-TAYLOR'S EXPANSION; LINEARIZED SYSTEMS; LOCAL LINEARIZATION; MARGINALIZATION; MONTE CARLO SIMULATION; NON-LINEAR OSCILLATORS; NONLINEAR DRIFTS; PARTICLE FILTER; PARTICLE FILTER ALGORITHMS; PROCESS EQUATION; SAMPLE VARIANCE; SEMI-ANALYTICAL; SEQUENTIAL IMPORTANCE SAMPLING; SYSTEM IDENTIFICATION; TAYLOR EXPANSIONS;

AIR FILTERS; BIPED LOCOMOTION; COMPUTER SIMULATION; CONTROL THEORY; DISTRIBUTED COMPUTER SYSTEMS; DYNAMICAL SYSTEMS; LINEARIZATION; MOLAR MASS; MONTE CARLO METHODS; NONLINEAR DYNAMICAL SYSTEMS; NONLINEAR EQUATIONS; NONLINEAR FILTERING; OSCILLATORS (MECHANICAL); TARGET TRACKING;

PARAMETER ESTIMATION;

EID: 70349904577     PISSN: 02668920     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.probengmech.2009.05.004     Document Type: Article

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