A direct filter method for parameter estimation
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TL;DR: A novel parameter estimation method is introduced, where the parameter is considered as the state process in a nonlinear filtering problem and the state model that contains the parameters is used to construct a pseudo-observation.
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About: This article is published in Journal of Computational Physics. The article was published on 01 Dec 2019. and is currently open access. The article focuses on the topics: Filter (signal processing) & Data assimilation.
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TL;DR: The motivation, development, use, and implications of the UT are reviewed, which show it to be more accurate, easier to implement, and uses the same order of calculations as linearization.
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