Particle smoothing via Markov chain Monte Carlo in general state space models | |
Gao, Meng1![]() | |
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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