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32

CDC
2010
IEEE

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Estimation of general nonlinear state-space systems

13 years 5 months ago

Estimation of general nonlinear state-space systems

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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

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CDC 2010 | Control Systems | Nonlinear System Models | Particle Smoothing | Prediction Error Cost |

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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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