Sequential state inference of engineering systems through the particle move-reweighting algorithm
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Publication:2313854
DOI10.1007/s40314-017-0506-1zbMath1438.62176OpenAlexW2754771328MaRDI QIDQ2313854
Publication date: 23 July 2019
Published in: Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s40314-017-0506-1
state space modelsBayesian inferencesequential Monte Carlo methodsengineering systemparticle move-regweighting filter
Computational methods in Markov chains (60J22) Inference from stochastic processes and prediction (62M20) Bayesian inference (62F15) Applications of statistics in engineering and industry; control charts (62P30) Monte Carlo methods (65C05) Sequential estimation (62L12)
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