Fast robust methods for singular state-space models
نویسندگان
چکیده
منابع مشابه
Approximate Methods for State-Space Models.
State-space models provide an important body of techniques for analyzing time-series, but their use requires estimating unobserved states. The optimal estimate of the state is its conditional expectation given the observation histories, and computing this expectation is hard when there are nonlinearities. Existing filtering methods, including sequential Monte Carlo, tend to be either inaccurate...
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ژورنال
عنوان ژورنال: Automatica
سال: 2019
ISSN: 0005-1098
DOI: 10.1016/j.automatica.2019.04.015