Optimal smoothing of nonlinear dynamic systems via Monte Carlo Markov chains (Q958256)

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scientific article; zbMATH DE number 5377206
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Optimal smoothing of nonlinear dynamic systems via Monte Carlo Markov chains
scientific article; zbMATH DE number 5377206

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    Optimal smoothing of nonlinear dynamic systems via Monte Carlo Markov chains (English)
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    3 December 2008
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    Bayesian estimation
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    state estimation
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    nonlinear time series
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    stochastic processes
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    iterated Kalman smoothing filter
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    stochastic fed-batch bioreactor
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