Error of calculating the optimal Bayesian estimate using the Monte Carlo method in nonlinear problems

DOI10.1134/S1064230713010036zbMath1278.93245MaRDI QIDQ393661

O. A. Stepanov, N. A. Berkovskii

Publication date: 23 January 2014

Published in: Journal of Computer and Systems Sciences International (Search for Journal in Brave)

zbMATH Keywords

Monte Carlo methodprobability density functiondelta methodoptimal Bayesian estimate

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10)

Related Items

Cramér-Rao lower bound in nonlinear filtering problems under noises and measurement errors dependent on estimated parameters ⋮ Efficient adaptation of design parameters of derivative-free filters ⋮ Efficiency analysis of a filtering algorithm for discrete-time linear stochastic systems with polynomial measurements

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