scholarly journals Particle-based online estimation of tangent filters with application to parameter estimation in nonlinear state-space models

2018 ◽  
Vol 72 (2) ◽  
pp. 545-576
Author(s):  
Jimmy Olsson ◽  
Johan Westerborn Alenlöv
Keyword(s):  
Parameter Estimation ◽  
State Space ◽  
State Space Models ◽  
Online Estimation ◽  
Nonlinear State Space Models ◽  
Nonlinear State

scholarly journals Sequential Monte Carlo smoothing with application to parameter estimation in nonlinear state space models

Bernoulli ◽  
2008 ◽  
Vol 14 (1) ◽  
pp. 155-179 ◽  
Author(s):  
Jimmy Olsson ◽  
Olivier Cappé ◽  
Randal Douc ◽  
Éric Moulines
Keyword(s):  
Monte Carlo ◽  
Parameter Estimation ◽  
State Space ◽  
Sequential Monte Carlo ◽  
State Space Models ◽  
Nonlinear State Space Models ◽  
Nonlinear State

scholarly journals Identification of the Silverbox Benchmark Using Nonlinear State-Space Models

2012 ◽  
Vol 45 (16) ◽  
pp. 632-637 ◽  
Author(s):  
Anna Marconato ◽  
Jonas Sjöberg ◽  
Johan Suykens ◽  
Johan Schoukens
Keyword(s):  
State Space ◽  
State Space Models ◽  
Nonlinear State Space Models ◽  
Nonlinear State
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