On-line parameter estimation in general state-space models
The estimation of static parameters in general non-linear non-Gaussian state-space models is a long-standing problem. This is despite the advent of Sequential Monte Carlo (SMC, aka particle filters) methods, which provide very good approximations to the optimal filter under weak assumptions. Several...
| Hlavní autoři: | , , |
|---|---|
| Médium: | Journal article |
| Jazyk: | English |
| Vydáno: |
2005
|