Particle methods for change detection, system identification, and control

Particle methods are a set of powerful and versatile simulation-based methods to perform optimal state estimation in nonlinear non-Gaussian state-space models. The ability to compute the optimal filter is central to solving important problems in areas such as change detection, parameter estimation,...

Cur síos iomlán

Sonraí bibleagrafaíochta
Príomhchruthaitheoirí: Andrieu, C, Doucet, A, Singh, S, Tadic, V
Formáid: Journal article
Teanga:English
Foilsithe / Cruthaithe: 2004