Parameter estimation in stochastic systems: some recent results and applications
Parameter identification and synchronization of dynamical system by introducing an auxiliary subsystem.
Particle filter with adaptive sample size
The paper deals with the particle filter in state estimation of a discrete-time nonlinear non-Gaussian system. The goal of the paper is to design a sample size adaptation technique to guarantee a quality of a filtering estimate produced by the particle filter which is an approximation of the true filtering estimate. The quality is given by a difference between the approximate filtering estimate and the true filtering estimate. The estimate may be a point estimate or a probability density function...
Polynomial matrix solution to the discrete fixed-LAG smoothing problem
Processus stochastiques quadratiques markoviens au sens projectif: application a l'identification d'un modèle bilinéaire.