Algorithms for the computation of the transfer function matrix for two-dimensional regular and singular general state-space models

Automatica ◽  
1995 ◽  
Vol 31 (9) ◽  
pp. 1311-1315
Author(s):  
Zou Yun ◽  
Yang Chengwu
Keyword(s):  
Transfer Function ◽  
State Space ◽  
State Space Models ◽  
Two Dimensional ◽  
General State ◽  
Transfer Function Matrix ◽  
General State Space ◽  
Function Matrix

scholarly journals On the two-filter approximations of marginal smoothing distributions in general state-space models

2018 ◽  
Vol 50 (01) ◽  
pp. 154-177 ◽  
Author(s):  
Thi Ngoc Minh Nguyen ◽  
Sylvain Le Corff ◽  
Eric Moulines
Keyword(s):  
State Space ◽  
Posterior Distribution ◽  
The State ◽  
State Space Models ◽  
General State ◽  
Rigorous Analysis ◽  
The Past ◽  
Information Filter ◽  
General State Space ◽  
Filter Algorithms

AbstractA prevalent problem in general state-space models is the approximation of the smoothing distribution of a state conditional on the observations from the past, the present, and the future. The aim of this paper is to provide a rigorous analysis of such approximations of smoothed distributions provided by the two-filter algorithms. We extend the results available for the approximation of smoothing distributions to these two-filter approaches which combine a forward filter approximating the filtering distributions with a backward information filter approximating a quantity proportional to the posterior distribution of the state, given future observations.

scholarly journals Monte Carlo Approximations for General State-Space Models

1998 ◽  
Vol 7 (2) ◽  
pp. 175 ◽  
Author(s):  
Markus Hürzeler ◽  
Hans R. Künsch ◽  
Markus Hurzeler ◽  
Hans R. Kunsch
Keyword(s):  
Monte Carlo ◽  
State Space ◽  
State Space Models ◽  
General State ◽  
General State Space
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