We analyse the performance of a recursive Monte Carlo method for the Bayesian estimation of the static parameters of a discrete-time state-space Markov model. The algorithm employs two layers of ...
State estimation and filtering techniques form the backbone of modern control, signal processing and data fusion methodologies. These techniques are employed to infer the internal states of a dynamic ...
Kalman filters have long stood as a cornerstone in the field of target tracking and state estimation, providing an optimally recursive solution for estimating the state of dynamic systems in the ...