Estimation of linear systems using a Gibbs sampler

IFAC Proceedings Volumes (IFAC-PapersOnline)

Volumn 16, Issue PART 1, 2012, Pages 203-208

  Wills, Adrian ^a   Schön, Thomas B ^b   Lindsten, Fredrik ^b   Ninness, Brett ^a  

^a UNIVERSITY OF NEWCASTLE   (Australia)

^b LINKÖPING UNIVERSITY   (Sweden)

Author keywords

Bayesian statistics; Markov chain Monte Carlo techniques; Parameter estimation; System identification

Indexed keywords

BAYESIAN NETWORKS; CONVERGENCE OF NUMERICAL METHODS; IDENTIFICATION (CONTROL SYSTEMS); LINEAR SYSTEMS; MARKOV CHAINS; MEAN SQUARE ERROR; MOTIVATION; PARAMETER ESTIMATION; RELIGIOUS BUILDINGS;

BAYESIAN APPROACHES; BAYESIAN STATISTICS; CONVERGENCE PROPERTIES; ERROR QUANTIFICATION; MARKOV CHAIN MONTE CARLO METHOD; MARKOV CHAIN MONTE CARLO TECHNIQUES; MINIMUM MEAN SQUARE ERRORS; RANDOMIZED ALGORITHMS;

MONTE CARLO METHODS;

EID: 84867048735     PISSN: 14746670     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.3182/20120711-3-BE-2027.00297     Document Type: Conference Paper

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