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,...

Mô tả đầy đủ

Chi tiết về thư mục
Những tác giả chính: Andrieu, C, Doucet, A, Singh, S, Tadic, V
Định dạng: Journal article
Ngôn ngữ:English
Được phát hành: 2004