{"id":"https://openalex.org/W2092559013","doi":"https://doi.org/10.1109/icassp.2014.6855165","title":"Estimation of ARMA state processes by particle filtering","display_name":"Estimation of ARMA state processes by particle filtering","publication_year":2014,"publication_date":"2014-05-01","ids":{"openalex":"https://openalex.org/W2092559013","doi":"https://doi.org/10.1109/icassp.2014.6855165","mag":"2092559013"},"language":"en","primary_location":{"id":"doi:10.1109/icassp.2014.6855165","is_oa":false,"landing_page_url":"https://doi.org/10.1109/icassp.2014.6855165","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2014 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP)","raw_type":"proceedings-article"},"type":"article","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/A5040717332","display_name":"I\u00f1igo Urteaga","orcid":"https://orcid.org/0000-0003-3656-0037"},"institutions":[{"id":"https://openalex.org/I59553526","display_name":"Stony Brook University","ror":"https://ror.org/05qghxh33","country_code":"US","type":"education","lineage":["https://openalex.org/I59553526"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"Inigo Urteaga","raw_affiliation_strings":["Department of Electrical & Computer Engineering, Stony Brook University, Stony Brook, NY, USA","Dept. of Electr. & Comput. Eng., Stony Brook Univ., Stony Brook, NY, USA#TAB#"],"affiliations":[{"raw_affiliation_string":"Department of Electrical & Computer Engineering, Stony Brook University, Stony Brook, NY, USA","institution_ids":["https://openalex.org/I59553526"]},{"raw_affiliation_string":"Dept. of Electr. & Comput. Eng., Stony Brook Univ., Stony Brook, NY, USA#TAB#","institution_ids":["https://openalex.org/I59553526"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5006962534","display_name":"Petar M. Djuri\u0107","orcid":"https://orcid.org/0000-0001-7791-3199"},"institutions":[{"id":"https://openalex.org/I59553526","display_name":"Stony Brook University","ror":"https://ror.org/05qghxh33","country_code":"US","type":"education","lineage":["https://openalex.org/I59553526"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Petar M. Djuric","raw_affiliation_strings":["Department of Electrical & Computer Engineering, Stony Brook University, Stony Brook, NY, USA","Dept. of Electr. & Comput. Eng., Stony Brook Univ., Stony Brook, NY, USA#TAB#"],"affiliations":[{"raw_affiliation_string":"Department of Electrical & Computer Engineering, Stony Brook University, Stony Brook, NY, USA","institution_ids":["https://openalex.org/I59553526"]},{"raw_affiliation_string":"Dept. of Electr. & Comput. Eng., Stony Brook Univ., Stony Brook, NY, USA#TAB#","institution_ids":["https://openalex.org/I59553526"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5040717332"],"corresponding_institution_ids":["https://openalex.org/I59553526"],"apc_list":null,"apc_paid":null,"fwci":1.636,"has_fulltext":false,"cited_by_count":4,"citation_normalized_percentile":{"value":0.87613441,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":96},"biblio":{"volume":null,"issue":null,"first_page":"8033","last_page":"8037"},"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":0.9998000264167786,"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":0.9998000264167786,"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/T10876","display_name":"Fault Detection and Control Systems","score":0.9980999827384949,"subfield":{"id":"https://openalex.org/subfields/2207","display_name":"Control and Systems Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11447","display_name":"Blind Source Separation Techniques","score":0.9969000220298767,"subfield":{"id":"https://openalex.org/subfields/1711","display_name":"Signal Processing"},"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":0.9114173650741577},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.6381341218948364},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.6266345977783203},{"id":"https://openalex.org/keywords/monte-carlo-method","display_name":"Monte Carlo method","score":0.6006233096122742},{"id":"https://openalex.org/keywords/gaussian-process","display_name":"Gaussian process","score":0.5476032495498657},{"id":"https://openalex.org/keywords/state-space","display_name":"State space","score":0.5363297462463379},{"id":"https://openalex.org/keywords/state-space-representation","display_name":"State-space representation","score":0.5065113306045532},{"id":"https://openalex.org/keywords/process","display_name":"Process (computing)","score":0.5045350790023804},{"id":"https://openalex.org/keywords/state","display_name":"State (computer science)","score":0.49301978945732117},{"id":"https://openalex.org/keywords/estimation-theory","display_name":"Estimation theory","score":0.46312981843948364},{"id":"https://openalex.org/keywords/gaussian","display_name":"Gaussian","score":0.4534003436565399},{"id":"https://openalex.org/keywords/autoregressive\u2013moving-average-model","display_name":"Autoregressive\u2013moving-average model","score":0.43178120255470276},{"id":"https://openalex.org/keywords/kalman-filter","display_name":"Kalman filter","score":0.4235227704048157},{"id":"https://openalex.org/keywords/stochastic-process","display_name":"Stochastic process","score":0.41120830178260803},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.3812355399131775},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.305472731590271},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.23187875747680664},{"id":"https://openalex.org/keywords/autoregressive-model","display_name":"Autoregressive model","score":0.21475142240524292},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.14008644223213196}],"concepts":[{"id":"https://openalex.org/C52421305","wikidata":"https://www.wikidata.org/wiki/Q1151499","display_name":"Particle filter","level":3,"score":0.9114173650741577},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6381341218948364},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.6266345977783203},{"id":"https://openalex.org/C19499675","wikidata":"https://www.wikidata.org/wiki/Q232207","display_name":"Monte Carlo method","level":2,"score":0.6006233096122742},{"id":"https://openalex.org/C61326573","wikidata":"https://www.wikidata.org/wiki/Q1496376","display_name":"Gaussian process","level":3,"score":0.5476032495498657},{"id":"https://openalex.org/C72434380","wikidata":"https://www.wikidata.org/wiki/Q230930","display_name":"State space","level":2,"score":0.5363297462463379},{"id":"https://openalex.org/C52918065","wikidata":"https://www.wikidata.org/wiki/Q230945","display_name":"State-space representation","level":2,"score":0.5065113306045532},{"id":"https://openalex.org/C98045186","wikidata":"https://www.wikidata.org/wiki/Q205663","display_name":"Process (computing)","level":2,"score":0.5045350790023804},{"id":"https://openalex.org/C48103436","wikidata":"https://www.wikidata.org/wiki/Q599031","display_name":"State (computer science)","level":2,"score":0.49301978945732117},{"id":"https://openalex.org/C167928553","wikidata":"https://www.wikidata.org/wiki/Q1376021","display_name":"Estimation theory","level":2,"score":0.46312981843948364},{"id":"https://openalex.org/C163716315","wikidata":"https://www.wikidata.org/wiki/Q901177","display_name":"Gaussian","level":2,"score":0.4534003436565399},{"id":"https://openalex.org/C74883015","wikidata":"https://www.wikidata.org/wiki/Q290467","display_name":"Autoregressive\u2013moving-average model","level":3,"score":0.43178120255470276},{"id":"https://openalex.org/C157286648","wikidata":"https://www.wikidata.org/wiki/Q846780","display_name":"Kalman filter","level":2,"score":0.4235227704048157},{"id":"https://openalex.org/C8272713","wikidata":"https://www.wikidata.org/wiki/Q176737","display_name":"Stochastic process","level":2,"score":0.41120830178260803},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.3812355399131775},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.305472731590271},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.23187875747680664},{"id":"https://openalex.org/C159877910","wikidata":"https://www.wikidata.org/wiki/Q2202883","display_name":"Autoregressive model","level":2,"score":0.21475142240524292},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.14008644223213196},{"id":"https://openalex.org/C111919701","wikidata":"https://www.wikidata.org/wiki/Q9135","display_name":"Operating system","level":1,"score":0.0},{"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/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/icassp.2014.6855165","is_oa":false,"landing_page_url":"https://doi.org/10.1109/icassp.2014.6855165","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2014 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP)","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":20,"referenced_works":["https://openalex.org/W1544274373","https://openalex.org/W1972677429","https://openalex.org/W1984244424","https://openalex.org/W1998841711","https://openalex.org/W2014730874","https://openalex.org/W2022228946","https://openalex.org/W2064480843","https://openalex.org/W2085157190","https://openalex.org/W2111787305","https://openalex.org/W2116140670","https://openalex.org/W2125996678","https://openalex.org/W2165609874","https://openalex.org/W2170621196","https://openalex.org/W2293807537","https://openalex.org/W2294875987","https://openalex.org/W2954440301","https://openalex.org/W3107394559","https://openalex.org/W4255133955","https://openalex.org/W6646261197","https://openalex.org/W6676780147"],"related_works":["https://openalex.org/W3021952245","https://openalex.org/W4252024964","https://openalex.org/W2139476852","https://openalex.org/W4253883008","https://openalex.org/W4230646353","https://openalex.org/W2067753569","https://openalex.org/W96573894","https://openalex.org/W4301328729","https://openalex.org/W4293209512","https://openalex.org/W2618902367"],"abstract_inverted_index":{"There":[0],"are":[1],"many":[2],"practical":[3],"signal":[4],"processing":[5],"settings":[6],"where":[7],"a":[8,13,34,84,97,103],"state-space":[9],"model":[10],"consists":[11],"of":[12,26,47,73,92,110,118],"state":[14,75],"described":[15],"by":[16,96,122],"an":[17],"ARMA":[18,42],"process":[19,43,76],"that":[20,70,88],"is":[21],"observed":[22],"via":[23],"non-linear":[24],"functions":[25],"the":[27,41,45,51,66,71,74,90,94,108,111,116,119],"state.":[28],"In":[29,50],"this":[30],"paper,":[31],"we":[32,54,61],"propose":[33,83],"particle":[35,86],"filtering":[36],"method":[37,121],"for":[38],"sequentially":[39],"estimating":[40],"in":[44,100],"presence":[46],"unknown":[48],"parameters.":[49,113],"considered":[52],"problem,":[53],"have":[55],"static":[56,67,112],"and":[57,60],"dynamic":[58],"unknowns,":[59],"show":[62],"how":[63],"to":[64,107],"handle":[65],"parameters":[68],"so":[69],"estimation":[72],"does":[77],"not":[78],"degrade":[79],"with":[80,102],"time.":[81],"We":[82,114],"new":[85],"filter":[87],"approximates":[89],"posterior":[91],"all":[93],"unknowns":[95],"Gaussian":[98],"distribution,":[99],"combination":[101],"Monte":[104],"Carlo":[105],"approach":[106],"Rao-Blackwellization":[109],"demonstrate":[115],"performance":[117],"proposed":[120],"extensive":[123],"computer":[124],"simulations.":[125]},"counts_by_year":[{"year":2017,"cited_by_count":1},{"year":2016,"cited_by_count":1},{"year":2015,"cited_by_count":2}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
