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

Direct link
Estimation of General Nonlinear State-Space Systems
University of Newcastle, Australia.
University of Newcastle, Australia.
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
2010 (English)In: Proceedings of the 49th IEEE Conference on Decision and Control, 2010, 6371-6376 p.Conference paper (Refereed)
Abstract [en]

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.

Place, publisher, year, edition, pages
2010. 6371-6376 p.
Keyword [en]
Maximum likelihood estimation, State-space methods, Statistics
National Category
Control Engineering
URN: urn:nbn:se:liu:diva-63594DOI: 10.1109/CDC.2010.5717378ISBN: 978-1-4244-7745-6OAI: diva2:380819
The 49th IEEE Conference on Decision and Control, Atlanta, GA, USA, 15-17 December, 2010
Swedish Research CouncilSwedish Foundation for Strategic Research
Available from: 2010-12-22 Created: 2010-12-22 Last updated: 2013-09-23

Open Access in DiVA

No full text

Other links

Publisher's full textRelated report

Search in DiVA

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

Search outside of DiVA

GoogleGoogle Scholar
The number of downloads is the sum of all downloads of full texts. It may include eg previous versions that are now no longer available

Altmetric score

Total: 60 hits
ReferencesLink to record
Permanent link

Direct link