{"id":"https://openalex.org/W2106245815","doi":"https://doi.org/10.1109/cdc.2005.1582177","title":"On-Line Parameter Estimation in General State-Space Models","display_name":"On-Line Parameter Estimation in General State-Space Models","publication_year":2006,"publication_date":"2006-10-04","ids":{"openalex":"https://openalex.org/W2106245815","doi":"https://doi.org/10.1109/cdc.2005.1582177","mag":"2106245815"},"language":"en","primary_location":{"id":"doi:10.1109/cdc.2005.1582177","is_oa":false,"landing_page_url":"https://doi.org/10.1109/cdc.2005.1582177","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the 44th IEEE Conference on Decision and Control","raw_type":"proceedings-article"},"type":"conference-paper","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5110930504","display_name":"Christophe Andrieu","orcid":"https://orcid.org/0000-0001-9320-6398"},"institutions":[{"id":"https://openalex.org/I36234482","display_name":"University of Bristol","ror":"https://ror.org/0524sp257","country_code":"GB","type":"education","lineage":["https://openalex.org/I36234482"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"C. Andrieu","raw_affiliation_strings":["School of Mathematics, University of Bristol, UK","School of Mathematics, University of Bristol, UK. c.andrieu@bris.ac.uk"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Mathematics, University of Bristol, UK","institution_ids":["https://openalex.org/I36234482"]},{"raw_affiliation_string":"School of Mathematics, University of Bristol, UK. c.andrieu@bris.ac.uk","institution_ids":["https://openalex.org/I36234482"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5091677854","display_name":"Arnaud Doucet","orcid":"https://orcid.org/0000-0003-3910-9495"},"institutions":[{"id":"https://openalex.org/I141945490","display_name":"University of British Columbia","ror":"https://ror.org/03rmrcq20","country_code":"CA","type":"education","lineage":["https://openalex.org/I141945490"]}],"countries":["CA"],"is_corresponding":false,"raw_author_name":"A. Doucet","raw_affiliation_strings":["Dpts of CS and Statistics, University of British Columbia, CA, USA","University of British Columbia"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Dpts of CS and Statistics, University of British Columbia, CA, USA","institution_ids":[]},{"raw_affiliation_string":"University of British Columbia","institution_ids":["https://openalex.org/I141945490"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5075157489","display_name":"Vladislav B. Tadi\u0107","orcid":"https://orcid.org/0000-0001-5805-9265"},"institutions":[{"id":"https://openalex.org/I91136226","display_name":"University of Sheffield","ror":"https://ror.org/05krs5044","country_code":"GB","type":"education","lineage":["https://openalex.org/I91136226"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"V.B. Tadic","raw_affiliation_strings":["Dpt of Automatic Control, University of Sheffield, UK","University of  Sheffield"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Dpt of Automatic Control, University of Sheffield, UK","institution_ids":["https://openalex.org/I91136226"]},{"raw_affiliation_string":"University of  Sheffield","institution_ids":["https://openalex.org/I91136226"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":3,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":3.9084,"has_fulltext":false,"cited_by_count":96,"citation_normalized_percentile":{"value":0.94542123,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":90,"max":99},"biblio":{"volume":null,"issue":null,"first_page":"332","last_page":"337"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10711","display_name":"Target Tracking and Data Fusion in Sensor Networks","score":0.9994000196456909,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T10711","display_name":"Target Tracking and Data Fusion in Sensor Networks","score":0.9994000196456909,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T12814","display_name":"Gaussian Processes and Bayesian Inference","score":0.9912999868392944,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11303","display_name":"Bayesian Modeling and Causal Inference","score":0.9803000092506409,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/particle-filter","display_name":"Particle filter","score":0.593862771987915},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.5568194389343262},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5218152403831482},{"id":"https://openalex.org/keywords/state-space","display_name":"State space","score":0.4925742745399475},{"id":"https://openalex.org/keywords/estimation-theory","display_name":"Estimation theory","score":0.4901665151119232},{"id":"https://openalex.org/keywords/gaussian-process","display_name":"Gaussian process","score":0.46447646617889404},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.45271503925323486},{"id":"https://openalex.org/keywords/parameter-space","display_name":"Parameter space","score":0.44373202323913574},{"id":"https://openalex.org/keywords/inference","display_name":"Inference","score":0.43256285786628723},{"id":"https://openalex.org/keywords/likelihood-function","display_name":"Likelihood function","score":0.42801812291145325},{"id":"https://openalex.org/keywords/focus","display_name":"Focus (optics)","score":0.42168718576431274},{"id":"https://openalex.org/keywords/monte-carlo-method","display_name":"Monte Carlo method","score":0.4145495593547821},{"id":"https://openalex.org/keywords/gaussian","display_name":"Gaussian","score":0.395940899848938},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.3689972758293152},{"id":"https://openalex.org/keywords/kalman-filter","display_name":"Kalman filter","score":0.2607712745666504},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.18860390782356262}],"concepts":[{"id":"https://openalex.org/C52421305","wikidata":"https://www.wikidata.org/wiki/Q1151499","display_name":"Particle filter","level":3,"score":0.593862771987915},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.5568194389343262},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5218152403831482},{"id":"https://openalex.org/C72434380","wikidata":"https://www.wikidata.org/wiki/Q230930","display_name":"State space","level":2,"score":0.4925742745399475},{"id":"https://openalex.org/C167928553","wikidata":"https://www.wikidata.org/wiki/Q1376021","display_name":"Estimation theory","level":2,"score":0.4901665151119232},{"id":"https://openalex.org/C61326573","wikidata":"https://www.wikidata.org/wiki/Q1496376","display_name":"Gaussian process","level":3,"score":0.46447646617889404},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.45271503925323486},{"id":"https://openalex.org/C73586568","wikidata":"https://www.wikidata.org/wiki/Q2600211","display_name":"Parameter space","level":2,"score":0.44373202323913574},{"id":"https://openalex.org/C2776214188","wikidata":"https://www.wikidata.org/wiki/Q408386","display_name":"Inference","level":2,"score":0.43256285786628723},{"id":"https://openalex.org/C89106044","wikidata":"https://www.wikidata.org/wiki/Q45284","display_name":"Likelihood function","level":3,"score":0.42801812291145325},{"id":"https://openalex.org/C192209626","wikidata":"https://www.wikidata.org/wiki/Q190909","display_name":"Focus (optics)","level":2,"score":0.42168718576431274},{"id":"https://openalex.org/C19499675","wikidata":"https://www.wikidata.org/wiki/Q232207","display_name":"Monte Carlo method","level":2,"score":0.4145495593547821},{"id":"https://openalex.org/C163716315","wikidata":"https://www.wikidata.org/wiki/Q901177","display_name":"Gaussian","level":2,"score":0.395940899848938},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.3689972758293152},{"id":"https://openalex.org/C157286648","wikidata":"https://www.wikidata.org/wiki/Q846780","display_name":"Kalman filter","level":2,"score":0.2607712745666504},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.18860390782356262},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0},{"id":"https://openalex.org/C120665830","wikidata":"https://www.wikidata.org/wiki/Q14620","display_name":"Optics","level":1,"score":0.0},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1109/cdc.2005.1582177","is_oa":false,"landing_page_url":"https://doi.org/10.1109/cdc.2005.1582177","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the 44th IEEE Conference on Decision and Control","raw_type":"proceedings-article"},{"id":"pmh:oai:CiteSeerX.psu:10.1.1.61.2998","is_oa":false,"landing_page_url":"http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.61.2998","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"http://www.cs.ubc.ca/%7Earnaud/andrieu_doucet_tadic_onlineparameterestimationCDC2005.pdf","raw_type":"text"},{"id":"pmh:oai:ora.ox.ac.uk:uuid:1608101b-1b47-4069-ab9f-c8fc4559ef2c","is_oa":false,"landing_page_url":"https://ora.ox.ac.uk/objects/uuid:1608101b-1b47-4069-ab9f-c8fc4559ef2c","pdf_url":null,"source":{"id":"https://openalex.org/S4306402636","display_name":"Oxford University Research Archive (ORA) (University of Oxford)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I40120149","host_organization_name":"University of Oxford","host_organization_lineage":["https://openalex.org/I40120149"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Symplectic Elements at Oxford","raw_type":"Journal article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":15,"referenced_works":["https://openalex.org/W1483307070","https://openalex.org/W1497303808","https://openalex.org/W1568229137","https://openalex.org/W1880189740","https://openalex.org/W1989197122","https://openalex.org/W2064553181","https://openalex.org/W2075503097","https://openalex.org/W2095962350","https://openalex.org/W2131598171","https://openalex.org/W2148613679","https://openalex.org/W2149048172","https://openalex.org/W2160119766","https://openalex.org/W2168634963","https://openalex.org/W4244486013","https://openalex.org/W4300496207"],"related_works":["https://openalex.org/W1998254728","https://openalex.org/W2077038896","https://openalex.org/W2069805373","https://openalex.org/W2577958329","https://openalex.org/W2810607982","https://openalex.org/W4247602836","https://openalex.org/W1987771408","https://openalex.org/W2042934151","https://openalex.org/W2905630886","https://openalex.org/W2023661646"],"abstract_inverted_index":{"The":[0],"estimation":[1,81],"of":[2,20,67,82,96,104,133,145,166,170],"static":[3,57,83,119],"parameters":[4,84],"in":[5,49],"general":[6],"non-linear":[7],"non-Gaussian":[8],"state-space":[9],"models":[10,103],"is":[11,16,179],"a":[12,77,146],"long-standing":[13],"problem.":[14,59,91],"This":[15],"despite":[17],"the":[18,35,50,56,62,70,97,118,143,161,164,167,171,176],"advent":[19],"Sequential":[21],"Monte":[22],"Carlo":[23],"(SMC,":[24],"aka":[25],"particle":[26],"filters)":[27],"methods,":[28],"which":[29,85,121,149,185],"provide":[30],"very":[31],"good":[32],"approximations":[33],"to":[34,54,113],"optimal":[36],"filter":[37],"under":[38],"weak":[39],"assumptions.":[40],"Several":[41,131],"algorithms":[42,63],"based":[43],"on":[44,142,187],"SMC":[45],"have":[46],"been":[47],"proposed":[48],"past":[51],"10":[52],"years":[53],"solve":[55],"parameter":[58,120],"However":[60],"all":[61],"we":[64,139,150,181],"are":[65,106,136],"aware":[66],"suffer":[68,88],"from":[69,89],"so-called":[71,147],"`degeneracy":[72],"problem'.":[73],"We":[74],"propose":[75,114],"here":[76,141],"methodology":[78],"for":[79,117],"point":[80],"does":[86],"not":[87],"this":[90,110],"Our":[92],"methods":[93],"take":[94],"advantage":[95],"fact":[98],"that":[99],"many":[100],"state":[101,173],"space":[102],"interest":[105],"ergodic":[107],"and":[108,126],"stationary:":[109],"allows":[111],"us":[112],"contrast":[115,134],"functions":[116,135],"can":[122],"be":[123],"consistently":[124],"estimated":[125],"optimised":[127],"using":[128,152],"simulation-based":[129],"methods.":[130],"types":[132],"possible":[137],"but":[138],"focus":[140],"average":[144],"pseudo-likelihood":[148],"maximize":[151],"on-line":[153],"Expectation-Maximization":[154],"type":[155],"algorithms.":[156],"In":[157],"its":[158],"basic":[159],"form":[160],"algorithm":[162],"requires":[163],"expression":[165],"invariant":[168,177],"distribution":[169,178],"underlying":[172],"process.":[174],"When":[175],"unknown,":[180],"present":[182],"an":[183],"alternative":[184],"relies":[186],"indirect":[188],"inference":[189],"techniques.":[190]},"counts_by_year":[{"year":2025,"cited_by_count":2},{"year":2024,"cited_by_count":2},{"year":2023,"cited_by_count":1},{"year":2022,"cited_by_count":2},{"year":2021,"cited_by_count":2},{"year":2020,"cited_by_count":2},{"year":2019,"cited_by_count":7},{"year":2018,"cited_by_count":10},{"year":2017,"cited_by_count":4},{"year":2016,"cited_by_count":6},{"year":2015,"cited_by_count":11},{"year":2014,"cited_by_count":8},{"year":2013,"cited_by_count":7},{"year":2012,"cited_by_count":5}],"updated_date":"2026-07-29T14:22:42.915294","created_date":"2025-10-10T00:00:00"}