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Particle filter grey Wolf optimization for parameter estimation of nonlinear dynamic system Conference paper
International Conference on Wavelet Analysis and Pattern Recognition
Authors:  Zhang,Cuilian;  Yang,Xu;  Lilingbo,;  Wong,Derek F.
Favorite |  | TC[WOS]:0 TC[Scopus]:0 | Submit date:2021/03/11
Grey Wolf Optimization  MCMC  Parameter Estimation  Particle Filter  
A Self-Organizing State Space Type Microstructure Model for Financial Asset Allocation Journal article
IEEE Access, 2016,Volume: 4,Page: 8035-8043
Authors:  Gan M.;  Chen L.;  Zhang C.-Y.;  Peng H.
Favorite |  | TC[WOS]:1 TC[Scopus]:2 | Submit date:2019/02/13
Asset Allocation  Financial Markets  Market Microstructure Model  Monte Carlo Particle Filter  Self-organizing State Space Model  
A Self-Organizing State Space Type Microstructure Model for Financial Asset Allocation Journal article
IEEE Access, 2016,Volume: 4,Page: 8035-8043
Authors:  Gan,Min;  Chen,Long;  Zhang,Chun Yang;  Peng,Hui
Favorite |  | TC[WOS]:1 TC[Scopus]:2 | Submit date:2021/03/09
Asset allocation  financial markets  market microstructure model  Monte Carlo particle filter  self-organizing state space model  
Adaptive sensor fault detection and identification using particle filter algorithms Journal article
IEEE Transactions on Systems, Man and Cybernetics Part C: Applications and Reviews, 2009,Volume: 39,Issue: 2,Page: 201-213
Authors:  Wei T.;  Huang Y.;  Chen C.L.P.
Favorite |  | TC[WOS]:30 TC[Scopus]:44 | Submit date:2019/02/11
Fault detection and isolation (FDI)  Mixture Kalman filter (MKF)  Monte Carlo technique  Particle filter (PF)  Sensor failure  Sensor validation  StochasticM-algorithm (SMA)