Autoregressive Model with Partial Forgetting within Rao-Blackwellized Particle Filter

DOI10.1080/03610918.2011.598992zbMath1294.62177OpenAlexW2068541360MaRDI QIDQ4906439

Kamil Dedecius, Radek Hofman

Publication date: 11 February 2013

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2011.598992

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) General nonlinear regression (62J02) Sequential estimation (62L12)

Cites Work

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• Approximate nonlinear filtering for piecewise linear systems
• Bayesian system identification
• Realisation and estimation of piecewise-linear output-error models
• On selecting models for nonlinear time series
• Sequential Monte Carlo Methods in Practice
• On the Chapman-Kolmogorov Equation
• Nonlinear regulation: The piecewise linear approach
• Deterministic Nonperiodic Flow
• On Information and Sufficiency

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