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Non-asymptotic deviation inequalities for smoothed additive functionals in non-linear state-space models with applications to parameter estimation
Non-asymptotic deviation inequalities smoothed additive functionals in non-linear state-space parameter estimation
2011/2/22
Approximating joint smoothing distributions using particle-based methods is a well-known issue in statistical inference when operating on general state space hidden Markov models (HMM). In this paper ...
Convex Optimization In Identification Of Stable Non-Linear State Space Models
Convex Optimization Identification Stable Non-Linear State Space Models
2010/12/1
A new framework for nonlinear system identification is presented in terms of optimal fitting of stable nonlinear state space equations to input/output/state data, with a performance objective defined ...