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,...

Бүрэн тодорхойлолт

Номзүйн дэлгэрэнгүй
Үндсэн зохиолчид: Andrieu, C, Doucet, A, Singh, S, Tadic, V
Формат: Journal article
Хэл сонгох:English
Хэвлэсэн: 2004