Sequential analysis of nonlinear dynamic systems using particles and mixtures (Q2712137)

From MaRDI portal





scientific article
Language Label Description Also known as
English
Sequential analysis of nonlinear dynamic systems using particles and mixtures
scientific article

    Statements

    0 references
    0 references
    0 references
    30 November 2001
    0 references
    dynamic system with the discrete time
    0 references
    Bayesian approach
    0 references
    particle filters
    0 references
    nonlinear non-Gaussian estimation
    0 references
    Sequential analysis of nonlinear dynamic systems using particles and mixtures (English)
    0 references
    An introductory review and tutorial guide to the theory and practice of particle filters for solving nonlinear non-Gaussian dynamic estimation problems is given. The techniques are demonstrated on three examples.NEWLINENEWLINEFor the entire collection see [Zbl 0958.00020].
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references