A Bayes estimator of parameters of nonlinear dynamic systems

DOI10.1155/2009/801475zbMath1183.93121OpenAlexW2033302256WikidataQ58649499 ScholiaQ58649499MaRDI QIDQ1036468

I. A. Boguslavskii

Publication date: 13 November 2009

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/45904

zbMATH Keywords

discrete-time observationsMonte-Carlo methodmultipolynomial approximations algorithmvector polynomial approximation

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

Cites Work

• Inference in hidden Markov models.
• Integrated method of the numerical decision of the algebraic equations
• Sequential Monte Carlo Methods in Practice
• A sequential importance sampling filter with a new proposal distribution for state and parameter estimation of nonlinear dynamical systems
• Applications of the Theory of Boolean Rings to General Topology
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