Correction: Monte Carlo Filter and Smoother for Non-Gaussian Nonlinear State Space Models

doi:10.2307/1390893

Correction: Monte Carlo Filter and Smoother for Non-Gaussian Nonlinear State Space Models

Journal of Computational and Graphical Statistics ◽

10.2307/1390893 ◽

1996 ◽

Vol 5 (4) ◽

pp. 415

Keyword(s):

Monte Carlo ◽

State Space ◽

State Space Models ◽

Nonlinear State Space Models ◽

Non Gaussian ◽

Nonlinear State

Download Full-text

Monte Carlo Filter and Smoother for Non-Gaussian Nonlinear State Space Models

Journal of Computational and Graphical Statistics ◽

10.2307/1390750 ◽

1996 ◽

Vol 5 (1) ◽

pp. 1 ◽

Cited By ~ 210

Author(s):

Genshiro Kitagawa

Keyword(s):

Monte Carlo ◽

State Space ◽

State Space Models ◽

Nonlinear State Space Models ◽

Non Gaussian ◽

Nonlinear State

Download Full-text

Monte Carlo Filter and Smoother for Non-Gaussian Nonlinear State Space Models

Journal of Computational and Graphical Statistics ◽

10.1080/10618600.1996.10474692 ◽

1996 ◽

Vol 5 (1) ◽

pp. 1-25 ◽

Cited By ~ 495

Author(s):

Genshiro Kitagawa

Keyword(s):

Monte Carlo ◽

State Space ◽

State Space Models ◽

Nonlinear State Space Models ◽

Non Gaussian ◽

Nonlinear State

Download Full-text

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

Bernoulli ◽

10.3150/07-bej6150 ◽

2008 ◽

Vol 14 (1) ◽

pp. 155-179 ◽

Cited By ~ 60

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

Download Full-text

Sequential Monte Carlo for inference in nonlinear state space models

10.3384/lic.diva-106752 ◽

2014 ◽

Cited By ~ 1

Author(s):

Johan Dahlin ◽

Keyword(s):

Monte Carlo ◽

State Space ◽

Sequential Monte Carlo ◽

State Space Models ◽

Nonlinear State Space Models ◽

Nonlinear State

Download Full-text

Sequential Monte Carlo methods for parameter estimation in nonlinear state-space models

Computers & Geosciences ◽

10.1016/j.cageo.2012.03.013 ◽

2012 ◽

Vol 44 ◽

pp. 70-77 ◽

Cited By ~ 5

Author(s):

Meng Gao ◽

Hui Zhang

Keyword(s):

Monte Carlo ◽

Parameter Estimation ◽

State Space ◽

Monte Carlo Methods ◽

Sequential Monte Carlo ◽

State Space Models ◽

Sequential Monte Carlo Methods ◽

Nonlinear State Space Models ◽

Nonlinear State

Download Full-text

Identification of the Silverbox Benchmark Using Nonlinear State-Space Models

IFAC Proceedings Volumes ◽

10.3182/20120711-3-be-2027.00135 ◽

2012 ◽

Vol 45 (16) ◽

pp. 632-637 ◽

Cited By ~ 11

Author(s):

Anna Marconato ◽

Jonas Sjöberg ◽

Johan Suykens ◽

Johan Schoukens

Keyword(s):

State Space ◽

State Space Models ◽

Nonlinear State Space Models ◽

Nonlinear State

Download Full-text

Alternative EM Algorithms for Nonlinear State-Space Models

2018 21st International Conference on Information Fusion (FUSION) ◽

10.23919/icif.2018.8455234 ◽

2018 ◽

Cited By ~ 1

Author(s):

Johan Wahlstrom ◽

Joakim Jalden ◽

Isaac Skog ◽

Peter Handel

Keyword(s):

State Space ◽

State Space Models ◽

Em Algorithms ◽

Nonlinear State Space Models ◽

Nonlinear State

Download Full-text

Sensitivity models for nonlinear filters with application to recursive parameter estimation for nonlinear state-space models

IEE Proceedings - Control Theory and Applications ◽

10.1049/ip-cta:20010235 ◽

2001 ◽

Vol 148 (2) ◽

pp. 137-145 ◽

Cited By ~ 9

Author(s):

C. Bohn ◽

H. Unbehauen

Keyword(s):

Parameter Estimation ◽

State Space ◽

Nonlinear Filters ◽

State Space Models ◽

Recursive Parameter Estimation ◽

Nonlinear State Space Models ◽

Nonlinear State

Download Full-text

Efficient Bayesian Inference for Nonlinear State Space Models With Univariate Autoregressive State Equation

Journal of Computational and Graphical Statistics ◽

10.1080/10618600.2020.1725523 ◽

2020 ◽

Vol 29 (3) ◽

pp. 523-534

Author(s):

Alexander Kreuzer ◽

Claudia Czado

Keyword(s):

Bayesian Inference ◽

State Space ◽

State Equation ◽

State Space Models ◽

Nonlinear State Space Models ◽

Nonlinear State

Download Full-text

Inferring Gene Regulatory Networks via Nonlinear State-Space Models and Exploiting Sparsity

IEEE/ACM Transactions on Computational Biology and Bioinformatics ◽

10.1109/tcbb.2012.32 ◽

2012 ◽

Vol 9 (4) ◽

pp. 1203-1211 ◽

Cited By ~ 31

Author(s):

A. Noor ◽

E. Serpedin ◽

M. Nounou ◽

Hazem N. Nounou

Keyword(s):

State Space ◽

Gene Regulatory Networks ◽

Regulatory Networks ◽

State Space Models ◽

Gene Regulatory ◽

Nonlinear State Space Models ◽

Nonlinear State

Download Full-text