Learning dynamical systems with particle stochastic approximation EM

DOI10.3934/FODS.2025015MaRDI QIDQ6883237zbMATH OpenFDO

Authors Andreas Lindholm, Fredrik Lindsten

Publication date 16 December 2025

Published in Foundations of Data Science (Search for Journal in Brave)

zbMATH Keywords

expectation maximizationsequential Monte CarloBayesian inferencestate space modelstochastic approximationsystem identification

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05) Numerical problems in dynamical systems (65P99)

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