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• W2004989632 abstract "We use statistical learning methods to construct an adaptive state estimator for nonlinear stochastic systems. Optimal state estimation, in the form of a Kalman filter, requires knowledge of the system's process and measurement uncertainty. We propose that these uncertainties can be estimated from (conditioned on) past observed data, and without making any assumptions of the system's prior distribution. The system's prior distribution at each time step is constructed from an ensemble of least-squares estimates on sub-sampled sets of the data via jackknife sampling. As new data is acquired, the state estimates, process uncertainty, and measurement uncertainty are updated accordingly, as described in this manuscript." @default.
• W2004989632 created "2016-06-24" @default.
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• W2004989632 date "2014-12-01" @default.
• W2004989632 modified "2023-09-26" @default.
• W2004989632 title "A nonparametric adaptive nonlinear statistical filter" @default.
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• W2004989632 doi "https://doi.org/10.1109/cdc.2014.7039700" @default.
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