Change search
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • 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
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.
2011 (English)Report (Other academic)
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
Linköping: Linköping University Electronic Press, 2011. , 8 p.
Series
LiTH-ISY-R, ISSN 1400-3902 ; 3001
Keyword [en]
Nonlinear Systems, Maximum likelihood, System Identication, Fishers' identity.
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-97946ISRN: LiTH-ISY-R-3001OAI: oai:DiVA.org:liu-97946DiVA: diva2:650749
Projects
CADICS
Funder
Swedish Research CouncilSwedish Foundation for Strategic Research
Available from: 2013-09-23 Created: 2013-09-23 Last updated: 2014-09-22Bibliographically approved

Open Access in DiVA

fulltext(1241 kB)110 downloads
File information
File name FULLTEXT01.pdfFile size 1241 kBChecksum SHA-512
ccffb4d24e712d9264f40ef33597cf80901c89239f7a5128b30ad9cec7ae73cea0451305cae8c8961027639a46927cb753380a6a57d83fe323066ef9b9d97f11
Type fulltextMimetype application/pdf
fulltext(1241 kB)9 downloads
File information
File name FULLTEXT03.pdfFile size 1241 kBChecksum SHA-512
ccffb4d24e712d9264f40ef33597cf80901c89239f7a5128b30ad9cec7ae73cea0451305cae8c8961027639a46927cb753380a6a57d83fe323066ef9b9d97f11
Type fulltextMimetype application/pdf

Authority records BETA

Schön, Thomas

Search in DiVA

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

Search outside of DiVA

GoogleGoogle Scholar
Total: 119 downloads
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

urn-nbn

Altmetric score

urn-nbn
Total: 175 hits
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • 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