System identification of nonlinear state-space models

DOI10.1016/j.automatica.2010.10.013zbMath1209.93155OpenAlexW2003967703MaRDI QIDQ629040

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

zbMATH Keywords

system identification Monte Carlo method nonlinear models dynamic systems particle methods expectation maximisation algorithm smoothing 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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