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

IEEE Transactions on Signal Processing - United States
doi 10.1109/tsp.2017.2733504
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Institute of Electrical and Electronics Engineers (IEEE)

Related search

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

Biometrika
StatisticsProbabilityUncertaintyApplied MathematicsBiological SciencesAgriculturalMathematics
2011English

Particle Filter-Based Approximate Maximum Likelihood Inference Asymptotics in State-Space Models

ESAIM: Proceedings
2007English

Network Estimation in State Space Models With L1-Regularization Constraint

Afrika Statistika
2017English

Maximum Likelihood Estimation and Inference for Approximate Factor Models of High Dimension

Review of Economics and Statistics
EconomicsEconometricsSocial Sciences
2016English

Smoothing Parameter Selection in Semiparametric Regression Models With Censored Data

International Journal of ADVANCED AND APPLIED SCIENCES
2017English

Dual State–parameter Estimation of Hydrological Models Using Ensemble Kalman Filter

Advances in Water Resources
Water ScienceTechnology
2005English

Rate Control System Algorithm Developed in State Space for Models With Parameter Uncertainties

Journal of Aerospace Technology and Management
Aerospace Engineering
2011English

Fast Estimation Methods for Time-Series Models in State–space Form

Journal of Statistical Computation and Simulation
StatisticsProbabilityApplied MathematicsUncertaintySimulationModeling
2009English

Parameter Estimation in Random Differential Equation Models

Eurasian Journal of Mathematical and Computer Applications
Information SystemsApplied MathematicsSimulationComputer Science ApplicationsModelingMathematical PhysicsComputational Mathematics
2017English

Amanote Research

Note-taking for researchers

Follow Amanote

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

Privacy PolicyRefund Policy