System identification of nonlinear state-space models

DOI10.1016/J.AUTOMATICA.2010.10.013zbMATH Open1209.93155OpenAlexW2003967703MaRDI QIDQ629040FDOQ629040

Authors: Thomas B. Schön, Brett Ninness, Adrian G. Wills 

Publication date: 8 March 2011

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-65958

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zbMATH Keywords

nonlinear modelssystem identificationMonte Carlo methoddynamic systemsparticle methodsexpectation maximisation algorithmsmoothing filters

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

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Cited In (87)

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• Fisher information matrix for single molecules with stochastic trajectories
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