Nested particle filters for online parameter estimation in discrete-time state-space Markov models

Bernoulli ◽

10.3150/17-bej954 ◽

2018 ◽

Vol 24 (4A) ◽

pp. 3039-3086 ◽

Author(s):

Dan Crisan ◽

Joaquín Míguez

Keyword(s):

Parameter Estimation ◽

State Space ◽

Discrete Time ◽

Particle Filters ◽

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Parameter estimation and optimization techniques for discrete-time semi-Markov models of H.264/AVC video traffic

Telecommunication Systems ◽

10.1007/s11235-008-9113-1 ◽

2008 ◽

Vol 39 (2) ◽

pp. 77-90 ◽

Author(s):

Sebastian Kempken ◽

Gerhard Hasslinger ◽

Wolfram Luther

Keyword(s):

Parameter Estimation ◽

Discrete Time ◽

Markov Models ◽

Optimization Techniques ◽

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Discrete time semi-Markov models with fuzzy state space

Recent Advances in Stochastic Modeling and Data Analysis ◽

10.1142/9789812709691_0025 ◽

2007 ◽

Author(s):

Aleka A. Papadopoulou ◽

George M. Tsaklidis

Keyword(s):

State Space ◽

Discrete Time ◽

Markov Models ◽

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An Introduction to Twisted Particle Filters and Parameter Estimation in Non-Linear State-Space Models

IEEE Transactions on Signal Processing ◽

10.1109/tsp.2016.2563387 ◽

2016 ◽

Vol 64 (18) ◽

pp. 4875-4890 ◽

Author(s):

Juha Ala-Luhtala ◽

Nick Whiteley ◽

Kari Heine ◽

Robert Piche

Keyword(s):

Parameter Estimation ◽

State Space ◽

Particle Filters ◽

State Space Models ◽

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Parameter Estimation Using a Modified Version of SPSA Algorithm Applied to State Space Models

IEEJ Transactions on Industry Applications ◽

10.1541/ieejias.129.1187 ◽

2009 ◽

Vol 129 (12) ◽

pp. 1187-1194 ◽

Author(s):

Jorge Ivan Medina Martinez ◽

Kazushi Nakano ◽

Kohji Higuchi

Keyword(s):

Parameter Estimation ◽

State Space ◽

State Space Models

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Uncertainty and filtering of hidden Markov models in discrete time

Probability Uncertainty and Quantitative Risk ◽

10.1186/s41546-020-00046-x ◽

2020 ◽

Vol 5 (1) ◽

Author(s):

Samuel N. Cohen

Keyword(s):

Hidden Markov Models ◽

Discrete Time ◽

Markov Models ◽

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The discrete time Biquad State Space structure: Low latency with high numerical fidelity

2015 American Control Conference (ACC) ◽

10.1109/acc.2015.7171161 ◽

2015 ◽

Author(s):

Daniel Y. Abramovitch

Keyword(s):

State Space ◽

Discrete Time ◽

Space Structure ◽

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Parameter estimation of state space models by recurrent neural networks

IEE Proceedings - Control Theory and Applications ◽

10.1049/ip-cta:19951733 ◽

1995 ◽

Vol 142 (2) ◽

pp. 114-118 ◽

Author(s):

J.R. Raol

Keyword(s):

Neural Networks ◽

Parameter Estimation ◽

State Space ◽

Recurrent Neural Networks ◽

State Space Models

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A unified framework for modeling slow response self-powered neutron detectors with discrete-time state-space representation

2013 3rd International Conference on Advancements in Nuclear Instrumentation, Measurement Methods and their Applications (ANIMMA) ◽

10.1109/animma.2013.6728071 ◽

2013 ◽

Author(s):

Daowei Bi ◽

Dongling Xu ◽

Jiangtao Bu

Keyword(s):

State Space ◽

Discrete Time ◽

Space Representation ◽

Slow Response ◽

Unified Framework ◽

Neutron Detectors ◽

State Space Representation ◽

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Modeling the lift DC-DC converter in the state space discrete time

2005 European Conference on Power Electronics and Applications ◽

10.1109/epe.2005.219204 ◽

2005 ◽

Author(s):

F. Belloni ◽

P.G. Maranesi ◽

M. Riva

Keyword(s):

State Space ◽

Discrete Time ◽

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001 Recursive parameter estimation for arbitrary hidden markov models

Control Engineering Practice ◽

10.1016/0967-0661(93)90020-r ◽

1993 ◽

Vol 1 (6) ◽

pp. 1075

Keyword(s):

Parameter Estimation ◽

Hidden Markov Models ◽

Markov Models ◽

Hidden Markov ◽

Recursive Parameter Estimation

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