Particle Approximations of the Score and Observed Information Matrix in State Space Models With Application to Parameter Estimation

Biometrika - United Kingdom
doi 10.1093/biomet/asq062
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Oxford University Press (OUP)

Related search

Approximate Smoothing and Parameter Estimation in High-Dimensional State-Space Models

IEEE Transactions on Signal Processing
Electronic EngineeringSignal ProcessingElectrical
2017English

Application of General State Space Model to Parameter Estimation of Pedestrian Behavior Model

Journal of Japan Society of Civil Engineers, Ser. D3 (Infrastructure Planning and Management)
2015English

Dual Particle Filters for State and Parameter Estimation With Application to a Run-Of-Mine Ore Mill

Journal of Process Control
ControlSystems EngineeringIndustrialManufacturing EngineeringSimulationComputer Science ApplicationsModeling
2012English

Particle Learning Methods for State and Parameter Estimation

2012English

Hereditary Models for Airfoils in Unsteady Aerodynamics, Numerical Approximations and Parameter Estimation.

1982English

State and Parameter Estimation of Two Land Surface Models Using the Ensemble Kalman Filter and the Particle Filter

Hydrology and Earth System Sciences
EarthWater SciencePlanetary SciencesTechnology
2017English

Deterministic and Stochastic Particle Filters in State-Space Models

2001English

Network Estimation in State Space Models With L1-Regularization Constraint

Afrika Statistika
2017English

Application of Reduced Models for Robust Control and State Estimation of a Distributed Parameter System

Journal of Process Control
ControlSystems EngineeringIndustrialManufacturing EngineeringSimulationComputer Science ApplicationsModeling
2009English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy