机译:基于集成卡尔曼滤波的顺序蒙特卡罗采样器,用于顺序贝叶斯推理
Nucl Power Operat Res Inst, Equipment Reliabil Inst, 50 Shiboguan Rd, Shanghai 200120, Peoples R China;
Shanghai Jiao Tong Univ, Sch Math Sci, 800 Dongchuan Rd, Shanghai 200240, Peoples R China;
Univ Liverpool, Sch Engn, Liverpool L69 7XL, Merseyside, EnglandUniv Birmingham, Sch Math, Birmingham B15 2TT, W Midlands, EnglandUniv Liverpool, Dept Elect Engn & Elect, Liverpool L69 7XL, Merseyside, England;
Ensemble Kalman filter; Parameter estimation; Sequential Bayesian inference; Sequential Monte Carlo sampler;