A Projection-Based Rao-Blackwellized Particle Filter to Estimate Parameters in Conditionally Conjugate State-Space Models

2018 IEEE Statistical Signal Processing Workshop (SSP) ◽

10.1109/ssp.2018.8450730 ◽

2018 ◽

Author(s):

Milan Papez

Keyword(s):

Particle Filter ◽

State Space ◽

State Space Models ◽

Conjugate State

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Particle filter-based approximate maximum likelihood inference asymptotics in state-space models

ESAIM Proceedings ◽

10.1051/proc:071915 ◽

2007 ◽

Vol 19 ◽

pp. 115-120

Author(s):

Jimmy Olsson ◽

Tobias Rydén

Keyword(s):

Maximum Likelihood ◽

Particle Filter ◽

State Space ◽

State Space Models ◽

Likelihood Inference ◽

Approximate Maximum Likelihood

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A kernel density-based particle filter for state and time-varying parameter estimation in nonlinear state-space models

2017 25th European Signal Processing Conference (EUSIPCO) ◽

10.23919/eusipco.2017.8081492 ◽

2017 ◽

Author(s):

Cheng Cheng ◽

Jean-Yves Tourneret

Keyword(s):

Parameter Estimation ◽

Particle Filter ◽

State Space ◽

Kernel Density ◽

State Space Models ◽

Time Varying ◽

Time Varying Parameter ◽

Nonlinear State Space Models ◽

Nonlinear State

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The Marginal Rao-Blackwellized Particle Filter for Mixed Linear/Nonlinear State Space Models

Chinese Journal of Aeronautics ◽

10.1016/s1000-9361(07)60054-5 ◽

2007 ◽

Vol 20 (4) ◽

pp. 346-352 ◽

Author(s):

Jianjun Yin ◽

Jianqiu Zhang ◽

Klaas Mike

Keyword(s):

Particle Filter ◽

State Space ◽

State Space Models ◽

Nonlinear State Space Models ◽

Nonlinear State

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A marginalised particle filter with variational inference for non‐linear state‐space models with Gaussian mixture noise

IET Radar Sonar & Navigation ◽

10.1049/rsn2.12179 ◽

2021 ◽

Author(s):

Cheng Cheng ◽

Jean‐Yves Tourneret ◽

Xiaodong Lu

Keyword(s):

Particle Filter ◽

State Space ◽

Gaussian Mixture ◽

Variational Inference ◽

State Space Models ◽

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Particle Filter as A Controlled Markov Chain For On-Line Parameter Estimation in General State Space Models

2006 IEEE International Conference on Acoustics Speed and Signal Processing Proceedings ◽

10.1109/icassp.2006.1660657 ◽

2006 ◽

Author(s):

G. Poyiadjis ◽

S.S. Singh ◽

A. Doucet

Keyword(s):

Parameter Estimation ◽

Markov Chain ◽

Particle Filter ◽

State Space ◽

State Space Models ◽

General State ◽

Line Parameter ◽

On Line ◽

General State Space

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A new particle filter for high-dimensional state-space models based on intensive and extensive proposal distribution

International Journal of Knowledge Engineering and Soft Data Paradigms ◽

10.1504/ijkesdp.2010.037492 ◽

2010 ◽

Vol 2 (4) ◽

pp. 284

Author(s):

Viet Phuong Nguyen ◽

Takashi Washio ◽

Tomoyuki Higuchi

Keyword(s):

Particle Filter ◽

State Space ◽

State Space Models ◽

High Dimensional ◽

Proposal Distribution ◽

Dimensional State Space

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Auxiliary-Particle-Filter-Based Two-Filter Smoothing for Wiener State-Space Models

2018 21st International Conference on Information Fusion (FUSION) ◽

10.23919/icif.2018.8455323 ◽

2018 ◽

Author(s):

Roland Hostettler ◽

Thomas B. Schon

Keyword(s):

Particle Filter ◽

State Space ◽

State Space Models ◽

Auxiliary Particle ◽

Auxiliary Particle Filter

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Asymptotic properties of particle filter-based maximum likelihood estimators for state space models

Stochastic Processes and their Applications ◽

10.1016/j.spa.2007.05.007 ◽

2008 ◽

Vol 118 (4) ◽

pp. 649-680 ◽

Author(s):

Jimmy Olsson ◽

Tobias Rydén

Keyword(s):

Maximum Likelihood ◽

Particle Filter ◽

State Space ◽

Asymptotic Properties ◽

Maximum Likelihood Estimators ◽

State Space Models

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Learning Nonlinear State-Space Models Using Smooth Particle-Filter-Based Likelihood Approximations

IFAC-PapersOnLine ◽

10.1016/j.ifacol.2018.09.216 ◽

2018 ◽

Vol 51 (15) ◽

pp. 652-657

Author(s):

Andreas Svensson ◽

Fredrik Lindsten ◽

Thomas B. Schön

Keyword(s):

Particle Filter ◽

State Space ◽

State Space Models ◽

Nonlinear State Space Models ◽

Nonlinear State

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A Rao-Blackwellized particle filter to estimate the time-varying noise parameters in non-linear state-space models using alternative stabilized forgetting

2016 IEEE International Symposium on Signal Processing and Information Technology (ISSPIT) ◽

10.1109/isspit.2016.7886040 ◽

2016 ◽

Author(s):

Milan Papez

Keyword(s):

Particle Filter ◽

State Space ◽

State Space Models ◽

Time Varying ◽

Noise Parameters ◽

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