Marginalized adaptive particle filtering for nonlinear models with unknown time-varying noise parameters

DOI10.1016/j.automatica.2013.02.046zbMath1360.93708OpenAlexW2096678341MaRDI QIDQ522788

Emre Özkan, Saikat Saha, Fredrik Gustafsson, Christian Lundquist, Václav Šmídl

Publication date: 19 April 2017

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2013.02.046

zbMATH Keywords

adaptive filteringBayesian conjugate priormarginalized particle filterunknown noise statistics

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Adaptive control/observation systems (93C40) Estimation and detection in stochastic control theory (93E10)

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