Filtering discrete time nonlinear systems with unknown parameters: a nonparametric approach.

DOI10.1016/j.crma.2005.04.008zbMath1079.62092OpenAlexW1968098928WikidataQ60523774 ScholiaQ60523774MaRDI QIDQ557113

Vivien Rossi, Jean-Pierre Vila

Publication date: 23 June 2005

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2005.04.008

zbMATH Keywords

consistencyparticle filteringunknown parameters

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35)

Related Items (6)

Nonparametric multi-step prediction in nonlinear state space dynamic systems ⋮ Nonparametric particle filtering approaches for identification and inference in nonlinear state-space dynamic systems ⋮ Enhanced consistency of the resampled convolution particle filter ⋮ Identification, Estimation, and Control of Uncertain Dynamic Systems: A Nonparametric Approach ⋮ Bayes factor estimation for nonlinear dynamic state space models ⋮ Predictive control of discrete time stochastic nonlinear state space dynamical systems: a particle nonparametric approach

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