On simultaneous on-line state and parameter estimation in non-linear state-space models

Journal of Process Control

Volumn 23, Issue 4, 2013, Pages 516-526

  Tulsyan, Aditya ^a   Huang, Biao ^a   Bhushan Gopaluni, R ^b,c   Fraser Forbes, J ^a  

^a UNIVERSITY OF ALBERTA   (Canada)

^b UNIVERSITY OF BRITISH COLUMBIA   (Canada)

^c Massachusetts Institute of Technology   (United States)

Author keywords

Bayesian methods; Missing measurements; On line estimation; Particle filters; Stochastic non linear systems

Indexed keywords

BAYESIAN METHODS; KERNEL DENSITY ESTIMATION METHODS; KULLBACK-LEIBLER DIVERGENCE; MISSING MEASUREMENTS; NON-LINEAR STOCHASTIC SYSTEMS; ON-LINE ESTIMATION; PARTICLE FILTER; STATE PARAMETER ESTIMATION;

ALGORITHMS; BAYESIAN NETWORKS; MONTE CARLO METHODS; SIGNAL FILTERING AND PREDICTION;

PARAMETER ESTIMATION;

EID: 84875494504     PISSN: 09591524     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jprocont.2013.01.010     Document Type: Article

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