Joint Maximum a Posteriori Smoother for State and Parameter Estimation in Nonlinear Dynamical Systems*

2012 ◽  
Vol 45 (16) ◽  
pp. 900-905 ◽  
Author(s):  
Dimas A. Dutra ◽  
Bruno O.S. Teixeira ◽  
Luis A. Aguirre

2009 ◽  
Vol 19 (3) ◽  
pp. 033130 ◽  
Author(s):  
Haipeng Peng ◽  
Lixiang Li ◽  
Yixian Yang ◽  
Cong Wang


2015 ◽  
Vol 48 (20) ◽  
pp. 557-562
Author(s):  
Qiaochu Li ◽  
Carine Jauberthie ◽  
Lilianne Denis-vidal ◽  
Zohra Cherfi


2018 ◽  
Vol 77 ◽  
pp. 231-241 ◽  
Author(s):  
Leonardo M. Honório ◽  
Exuperry Barros Costa ◽  
Edimar J. Oliveira ◽  
Daniel de Almeida Fernandes ◽  
Antonio Paulo G.M. Moreira


2007 ◽  
Vol 17 (05) ◽  
pp. 1741-1752 ◽  
Author(s):  
TOMOMICHI NAKAMURA ◽  
YOSHITO HIRATA ◽  
KEVIN JUDD ◽  
DEVIN KILMINSTER ◽  
MICHAEL SMALL

In this paper we consider the problem of estimating the parameters of a nonlinear dynamical system given a finite time series of observations that are contaminated by observational noise. The least squares method is a standard method for parameter estimation, but for nonlinear dynamical systems it is well known that the least squares method can result in biased estimates, especially when the noise is significant relative to the nonlinearity. In this paper, it is demonstrated that by combining nonlinear noise reduction and least squares parameter fitting it is possible to obtain more accurate parameter estimates.



Automatica ◽  
2018 ◽  
Vol 92 ◽  
pp. 86-91 ◽  
Author(s):  
Carine Jauberthie ◽  
Lilianne Denis-Vidal ◽  
Qiaochu Li ◽  
Zohra Cherfi-Boulanger


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