Nonlinear and non-gaussian state estimation: A quasi-optimal estimator
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Publication:4541690
DOI10.1080/03610920008832638zbMath1016.93068OpenAlexW1967684856MaRDI QIDQ4541690
Publication date: 28 July 2002
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610920008832638
nonlinear filteringMetropolis-Hastings algorithmMonte Carlo procedurenon-Gaussian state space modelquasi-optimal filteringquasi-optimal smoothingroot mean square error criterion
Filtering in stochastic control theory (93E11) Monte Carlo methods (65C05) Nonlinear systems in control theory (93C10) Discrete-time control/observation systems (93C55)
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Cites Work
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