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CDC
2010
IEEE

Estimation of general nonlinear state-space systems

10 years 6 months ago
Estimation of general nonlinear state-space systems
This paper presents a novel approach to the estimation of a general class of dynamic nonlinear system models. The main contribution is the use of a tool from mathematical statistics, known as Fishers' identity, to establish how so-called "particle smoothing" methods may be employed to compute gradients of maximum-likelihood and associated prediction error cost criteria.
Brett Ninness, Adrian Wills, Thomas B. Schön
Added 13 May 2011
Updated 13 May 2011
Type Journal
Year 2010
Where CDC
Authors Brett Ninness, Adrian Wills, Thomas B. Schön
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