On-line parameter estimation in general state-space models

Proceedings of the 44th IEEE Conference on Decision and Control, and the European Control Conference, CDC-ECC '05

Volumn 2005, Issue , 2005, Pages 332-337

  Andrieu, Christophe ^a   Doucet, Arnaud ^b   Tadić, Vladislav B ^c  

^a UNIVERSITY OF BRISTOL   (United Kingdom)

^b UNIVERSITY OF BRITISH COLUMBIA   (Canada)

^c UNIVERSITY OF SHEFFIELD   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

APPROXIMATION THEORY; MATHEMATICAL MODELS; MONTE CARLO METHODS; ONLINE SYSTEMS; PROBLEM SOLVING; STATE SPACE METHODS;

ON-LINE PARAMETER ESTIMATION; OPTIMAL FILTERS; STATE-SPACE MODELS; STATIC PARAMETER PROBLEMS;

PARAMETER ESTIMATION;

EID: 33847199764     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/CDC.2005.1582177     Document Type: Conference Paper

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