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Simultaneous parameter tracking and state estimation in a linear system

✍ Scribed by Vladimír Havlena


Book ID
107724906
Publisher
Elsevier Science
Year
1993
Tongue
English
Weight
819 KB
Volume
29
Category
Article
ISSN
0005-1098

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A comparison of simultaneous state and p
✍ Saneej B. Chitralekha; J. Prakash; H. Raghavan; R.B. Gopaluni; Sirish L. Shah 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 352 KB

This article proposes a maximum likelihood algorithm for simultaneous estimation of state and parameter values in nonlinear stochastic state-space models. The proposed algorithm uses a combination of expectation maximization, nonlinear filtering and smoothing algorithms. The algorithm is tested with