Sequential monte carlo methods for state and parameter estimation in abruptly changing environments

IEEE Transactions on Signal Processing

Volumn 62, Issue 5, 2014, Pages 1245-1255

  Nemeth, Christopher ^a   Fearnhead, Paul ^a   Mihaylova, Lyudmila ^b  

^a LANCASTER UNIVERSITY   (United Kingdom)

^b UNIVERSITY OF SHEFFIELD   (United Kingdom)

Author keywords

joint state and parameter estimation; nonlinear systems; particle learning; Sequential Monte Carlo methods; tracking maneuvering targets

Indexed keywords

BAYESIAN PARAMETER ESTIMATION; CHANGING ENVIRONMENT; COMBINATORIAL COMPLEXITY; INTERACTING MULTIPLE MODEL FILTER (IMM); SEQUENTIAL MONTE CARLO; SEQUENTIAL MONTE CARLO METHODS; STATE AND PARAMETER ESTIMATIONS; TRACKING MANEUVERING TARGETS;

BAYESIAN NETWORKS; ESTIMATION; MONTE CARLO METHODS; NONLINEAR SYSTEMS;

PARAMETER ESTIMATION;

EID: 84896869812     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/TSP.2013.2296278     Document Type: Article

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