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,...
| Autori principali: | , , , |
|---|---|
| Natura: | Journal article |
| Lingua: | English |
| Pubblicazione: |
2004
|