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

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

scholarly journals Sequential Monte Carlo smoothing with application to parameter estimation in nonlinear state space models

Bernoulli ◽  
2008 ◽  
Vol 14 (1) ◽  
pp. 155-179 ◽  
Author(s):  
Jimmy Olsson ◽  
Olivier Cappé ◽  
Randal Douc ◽  
Éric Moulines
Keyword(s):  
Monte Carlo ◽  
Parameter Estimation ◽  
State Space ◽  
Sequential Monte Carlo ◽  
State Space Models ◽  
Nonlinear State Space Models ◽  
Nonlinear State

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

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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