139 citations · 649 across the 28 of their papers we have counts for
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2 papers · 1 filter
stat.CO2013★ 1 cited
Recursive maximum likelihood identification of jump Markov nonlinear systems
Emre Özkan, Fredrik Lindsten, Carsten Fritsche +1
In this contribution, we present an online method for joint state and parameter estimation in jump Markov non-linear systems (JMNLS). State inference is enabled via the use of part…
math.ST2013★ 56 cited
Particle filters
Hans R. Künsch
This is a short review of Monte Carlo methods for approximating filter distributions in state space models. The basic algorithm and different strategies to reduce imbalance of the…