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Sequential Monte Carlo sampling for systems with fractional Gaussian processes

  • Stony Brook University

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

4 Scopus citations

Abstract

In the past decades, Sequential Monte Carlo (SMC) sampling has proven to be a method of choice in many applications where the dynamics of the studied system are described by nonlinear equations and/or non-Gaussian noises. In this paper, we study the application of SMC sampling to nonlinear state-space models where the state is a fractional Gaussian process. These processes are characterized by long-memory properties (i.e., long-range dependence) and are observed in many fields including physics, hydrology and econometrics. We propose an SMC method for tracking the dynamic longmemory latent states, accompanied by a model selection procedure when the Hurst parameter is unknown. We demonstrate the performance of the proposed approach on simulated time-series with nonlinear observations.

Original languageEnglish
Title of host publication2015 23rd European Signal Processing Conference, EUSIPCO 2015
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages1246-1250
Number of pages5
ISBN (Electronic)9780992862633
DOIs
StatePublished - Dec 22 2015
Event23rd European Signal Processing Conference, EUSIPCO 2015 - Nice, France
Duration: Aug 31 2015Sep 4 2015

Publication series

Name2015 23rd European Signal Processing Conference, EUSIPCO 2015

Conference

Conference23rd European Signal Processing Conference, EUSIPCO 2015
Country/TerritoryFrance
CityNice
Period08/31/1509/4/15

Keywords

  • Sequential Monte Carlo
  • fractional Gaussian process
  • particle filtering
  • state-space models

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