liu.seSearch for publications in DiVA
Change search
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • oxford
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
Parameter Estimation for Discrete-Time Nonlinear Systems Using EM
University of Newcastle, Australia.
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
University of Newcastle, Australia.
2008 (English)In: Proceedings of the 17th IFAC World Congress, 2008, p. 4012-4017Conference paper, Published paper (Refereed)
Abstract [en]

In this paper we consider parameter estimation of general stochastic nonlinear statespace models using the Maximum Likelihood method. This is accomplished via the employment of an Expectation Maximisation algorithm, where the essential components involve a particle smoother for the expectation step, and a gradient-based search for the maximisation step. The utility of this method is illustrated with several nonlinear and non-Gaussian examples.  

Place, publisher, year, edition, pages
2008. p. 4012-4017
Keywords [en]
Nonlinear estimation, Maximum likelihood, System identification, Expectation maximisation
National Category
Engineering and Technology Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-44269DOI: 10.3182/20080706-5-KR-1001.00675Local ID: 76146ISBN: 978-3-902661-00-5 (print)OAI: oai:DiVA.org:liu-44269DiVA, id: diva2:265131
Conference
17th IFAC World Congress, Seoul, South Korea, July, 2008
Available from: 2009-10-10 Created: 2009-10-10 Last updated: 2013-02-23

Open Access in DiVA

No full text in DiVA

Other links

Publisher's full textRelated report

Authority records

Schön, Thomas

Search in DiVA

By author/editor
Schön, Thomas
By organisation
Automatic ControlThe Institute of Technology
Engineering and TechnologyControl Engineering

Search outside of DiVA

GoogleGoogle Scholar

doi
isbn
urn-nbn

Altmetric score

doi
isbn
urn-nbn
Total: 109 hits
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • oxford
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf