Efficient Implementation of Continuous-Discrete Extended Kalman Filters for State and Parameter Estimation of Nonlinear Dynamic Systems.
Jean-Marie GuihalFrançois AugerNicolas BernardEmmanuel SchaefferPublished in: IEEE Trans. Ind. Informatics (2022)
Keyphrases
- parameter estimation
- efficient implementation
- markov random field
- maximum likelihood
- least squares
- model selection
- em algorithm
- nonlinear dynamic systems
- random fields
- expectation maximization
- extended kalman filters
- structure learning
- parameter estimation algorithm
- recurrent neural networks
- nonlinear systems
- neural network
- higher order
- state space
- reinforcement learning