Two-stage bootstrap algorithms for simultaneous smoothing state and parameter estimation of linear dynamical system are developed. Cases of both fixed point and fixed lag smoothing have been considered. Simulation results pertaining to a satellite tracking system are presented for illustration.
Bootstrap Algorithms for Parameter and Smoothing State Estimation
IEEE Transactions on Aerospace and Electronic Systems ; AES-19 , 1 ; 85-88
01.01.1983
989249 byte
Aufsatz (Zeitschrift)
Elektronische Ressource
Englisch
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