On the nonlinear and nonnormal filter using rejection sampling

DOI10.1109/9.746257zbMath0958.93093OpenAlexW2095756479MaRDI QIDQ4506693

Hisashi Tanizaki

Publication date: 17 October 2000

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/9.746257

zbMATH Keywords

rejection samplingnonlinear filternonnormal filter

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Sampled-data control/observation systems (93C57)

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Nonlinear and nonnormal filter using importance sampling: antithetic monte carlo integration ⋮ Nonlinear and non-gaussian state estimation: A quasi-optimal estimator ⋮ Fast continuous-discrete DAF-filters ⋮ Estimation of unknown parameters in nonlinear and non-Gaussian state-space models ⋮ Bayesian estimation of state-space models using the Metropolis-Hastings algorithm within Gibbs sampling. ⋮ On markov chain monte carlo methods for nonlinear and non-gaussian state-space models

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