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
1983-01-01
989249 byte
Article (Journal)
Electronic Resource
English
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