The algorithm of bootstrap filter is proposed for implementing recursive analysis based on Bayesian state estimation and Monte-Carlo method. Compared with many other filters, Bayesian bootstrap filtering has the great advantage because it is not restricted by model assumptions of linearity and/or measurement noise of Gaussian distribution. It has demonstrated a strong potential for signal and image processing applications. In this paper using bootstrap filtering technique, a method of estimating the multi-parameter of nonlinear systems on the basis of input-output data has been suggested. It i...
