Non-informative Bayesian dispersion particle filter
In this research paper, we attempt to introduce a new algorithm for filtering a state-space model. The observations of this algorithm follow an exponential dispersion model. The paper focuses here on the inclusion of non-informative prior knowledge in parameter estimation on nonlinear state-space m...
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| Format: | Article |
| Language: | English |
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Institute of Sciences and Technology, University Center Abdelhafid Boussouf, Mila
2024-01-01
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| Series: | Journal of Innovative Applied Mathematics and Computational Sciences |
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| Online Access: | https://jiamcs.centre-univ-mila.dz/index.php/jiamcs/article/view/1717 |