Gaussian Sum Filtering for Wiener State-Space Models with a Class of Non-Monotonic Piecewise Nonlinearities
State estimation of nonlinear dynamical systems has gained significant attention due to its
countless applications in control, signal processing, fault diagnosis, and power networks …
countless applications in control, signal processing, fault diagnosis, and power networks …
System Identification for Continuous-time Linear Dynamical Systems
P Halmos, J Pillow, DA Knowles - arXiv preprint arXiv:2308.11933, 2023 - arxiv.org
The problem of system identification for the Kalman filter, relying on the expectation-
maximization (EM) procedure to learn the underlying parameters of a dynamical system, has …
maximization (EM) procedure to learn the underlying parameters of a dynamical system, has …