A Markov Chain Monte Carlo Approach to Nonlinear Parametric System Identification

DOI10.1109/TAC.2014.2380997zbMath1360.93718MaRDI QIDQ2982616

Er-wei Bai, Hideaki Ishii, Roberto Tempo

Publication date: 16 May 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Monte Carlo methods (65C05) Identification in stochastic control theory (93E12)

Related Items (2)

Identification of continuous-time SISO systems via Markov parameter estimation ⋮ On input-dependent system identification by Monte Carlo approach

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