Particle smoothing via Markov chain Monte Carlo in general state space models

doi:10.1504/IJCSM.2018.091733

YIC-IR > 中国科学院海岸带环境过程与生态修复重点实验室 > 海岸带信息集成与战略规划研究中心

	Particle smoothing via Markov chain Monte Carlo in general state space models
	Gao, Meng1 ; Zhang, Hui 2
ISSN	1752-5055
	2018
卷号	9 期号:2 页码:181-188
关键词	Dynamical systems Markov processes Numerical methods State estimation State space methods
DOI	10.1504/IJCSM.2018.091733
产权排序	(1) Yantai Institute of Coastal Zone Research, Chinese Academy of Sciences, Yantai; 264003, China; (2) School of Natural and Applied Sciences, Northwestern Polytechnical University, Xi'an; 710072, China
作者部门	海岸带信息集成与综合管理实验室
英文摘要	Sequential Monte Carlo (SMC) methods (also known as particle filter) provide a way to solve the state estimation problem in nonlinear non-Gaussian state space models (SSM) through numerical approximation. Particle smoothing is one retrospective state estimation method based on particle filtering. In this paper, we propose a new particle smoother. The basic idea is easy and leads to a forward-backward procedure, where the Metropolis-Hastings algorithm is used to resample the filtering particles. The goodness of the new scheme is assessed using a nonlinear SSM. It is concluded that this new particle smoother is suitable for state estimation in complicated dynamical systems. Copyright © 2018 Inderscience Enterprises Ltd.
文章类型	article
收录类别	EI
语种	英语
研究领域[WOS]	Control Systems
EI主题词	Dynamical systems ; Markov processes ; Numerical methods ; State estimation ; State space methods
EI入藏号	20182205239345
引用统计
文献类型	期刊论文
条目标识符	http://ir.yic.ac.cn/handle/133337/25215
专题	中国科学院海岸带环境过程与生态修复重点实验室_海岸带信息集成与战略规划研究中心中国科学院海岸带环境过程与生态修复重点实验室
作者单位	1.Yantai Institute of Coastal Zone Research, Chinese Academy of Sciences, Yantai; 264003, China; 2.School of Natural and Applied Sciences, Northwestern Polytechnical University, Xi'an; 710072, China
推荐引用方式 GB/T 7714	Gao, Meng,Zhang, Hui. Particle smoothing via Markov chain Monte Carlo in general state space models[J],2018,9(2):181-188.
APA	Gao, Meng,&Zhang, Hui.(2018).Particle smoothing via Markov chain Monte Carlo in general state space models.,9(2),181-188.
MLA	Gao, Meng,et al."Particle smoothing via Markov chain Monte Carlo in general state space models".9.2(2018):181-188.

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