Joint Estimation of States and Parameters for an Input Nonlinear State-Space System with Colored Noise Using the Filtering Technique.
Xuehai WangFeng DingPublished in: Circuits Syst. Signal Process. (2016)
Keyphrases
- joint estimation
- state space
- state variables
- input data
- nonlinear functions
- input parameters
- linear minimum mean square error
- maximum likelihood
- nonlinear filters
- filtering algorithm
- goal state
- markov decision problems
- neural network
- input variables
- markov decision processes
- dynamical systems
- state transition
- noise removal
- filtering process
- particle filter
- reinforcement learning
- planning problems
- signal to noise ratio
- nonlinear models
- missing data
- nonlinear regression
- markov chain
- state abstraction
- salt pepper