Abstract: In this article, the particle filtering problem is investigated for nonlinear systems with correlated noise and missing measurements (MMs). By accounting for both correlated noise and MMs, a ...
Abstract: State estimation for nonlinear systems using Finite Impulse Response (FIR) filters presents two key challenges: constructing effective filter structures and deriving optimal solutions. This ...
A spacecraft attitude kinematics model, attitude measurement model, and filter algorithm are three important parts in spacecraft attitude determination, and a high-precision filtering algorithm is the ...
This repository provides a complete Python implementation of a Bayesian framework for estimating nonlinear asset pricing models that incorporate regime-switching and stochastic volatility. The model ...
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