The unscented Rao-Blackwellized marginal particle filter applied to the joint state and parameter estimation problem

E.H. Aoki

    Research output: Book/ReportReportProfessional

    23 Downloads (Pure)
    Original languageUndefined
    Place of PublicationEnschede
    PublisherUniversity of Twente, Department of Applied Mathematics
    Number of pages12
    Publication statusPublished - May 2013

    Publication series

    NameMemorandum
    PublisherUniversity of Twente, Department of Applied Mathematics
    No.2009
    ISSN (Print)1874-4850
    ISSN (Electronic)1874-4850

    Keywords

    • EWI-23376
    • Parameter estimation
    • Bayesian estimation
    • METIS-297657
    • Sequential Monte Carlo methods
    • IR-86138

    Cite this

    Aoki, E. H. (2013). The unscented Rao-Blackwellized marginal particle filter applied to the joint state and parameter estimation problem. (Memorandum; No. 2009). Enschede: University of Twente, Department of Applied Mathematics.