Concepedia

Genshiro Kitagawa

GK

45

Publications

6.8K

Citations

28

H-Index

1977

Active since

Affiliations

The Institute of Statistical Mathematics(Current)

Tokyo University of Marine Science and Technology

University of Hawaii System

Geological Survey of Japan

Association for the Development of Earthquake Prediction

Genshiro Kitagawa is an author at The Institute of Statistical Mathematics specializing in engineering, statistics, and forecasting.

Top concepts

EngineeringStatisticsForecastingSystems EngineeringSignal ProcessingSeismologyData ScienceGeophysicsState EstimationStatistical Inference

Publications per year

1977–2023

45

Publications

45

Monte Carlo Filter and Smoother for Non-Gaussian Nonlinear State Space Models

Genshiro Kitagawa · Journal of Computational and Graphical Statistics · 1996 · 2.2K citations

State Estimation, Nonlinear System Identification, Nonlinear Filtering +10

Non-Gaussian State—Space Modeling of Nonstationary Time Series

Genshiro Kitagawa · Journal of the American Statistical Association · 1987 · 773 citations

Stochastic Simulation, State Estimation, Engineering +14

Monte Carlo Filter and Smoother for Non-Gaussian Nonlinear State Space Models

Genshiro Kitagawa · Journal of Computational and Graphical Statistics · 1996 · 561 citations

State Estimation, Gaussian Process, Markov Chain Monte Carlo +2

Non-Gaussian State-Space Modeling of Nonstationary Time Series

Genshiro Kitagawa · Journal of the American Statistical Association · 1987 · 402 citations

Non-gaussian State-space Modeling, Gaussian Process, Nonlinear Time Series +1

A Self-Organizing State-Space Model

Genshiro Kitagawa · Journal of the American Statistical Association · 1998 · 372 citations

State Estimation, Nonlinear System Identification, Adaptive Filter +15

Rows per page

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