scientific article; zbMATH DE number 4188995
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Publication:5753377
zbMath0721.62031MaRDI QIDQ5753377
Publication date: 1990
Full work available at URL: https://eudml.org/doc/27372
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nonlinearityposterior probability densitynonnormalitymemory limitationapproximation of recursive Bayes estimation schemes
Bayesian inference (62F15) Approximations to statistical distributions (nonasymptotic) (62E17) Statistical aspects of information-theoretic topics (62B10)
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Approximate Bayesian recursive estimation ⋮ Recursive estimation of high-order Markov chains: approximation by finite mixtures ⋮ Recursive nonlinear estimation: A geometric approach
Cites Work
- Digital synthesis of non-linear filters
- Bayesian system identification
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- Gaussian sum approximations in nonlinear filtering and control
- Parameter estimation using splines
- Stochastic processes and filtering theory
- Recursive Bayesian estimation using Gaussian sums
- Bayesian parameter estimation
- Non-linear filtering by approximation of the a posteriori density
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