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Maximin efficient designs for estimating nonlinear aspects in linear models

✍ Scribed by Christine H. Müller


Publisher
Elsevier Science
Year
1995
Tongue
English
Weight
587 KB
Volume
44
Category
Article
ISSN
0378-3758

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A partially linearized sigma point filte
✍ Paresh Date; Luka Jalen; Rogemar Mamon 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 491 KB

A new technique for the latent state estimation of a wide class of nonlinear time series models is proposed. In particular, we develop a partially linearized sigma point filter in which random samples of possible state values are generated at the prediction step using an exact moment-matching algori