30 citations · 54 across the 7 of their papers we have counts for
7 papers
Variational System Identification of Aircraft
Dimas Abreu Archanjo Dutra
Variational system identification is a new formulation of maximum likelihood for estimation of parameters of dynamical systems subject to process and measurement noise, such as air…
Parameterizations for Large-Scale Variational System Identification Using Unconstrained Optimization
Dimas Abreu Archanjo Dutra
This paper details how to parameterize the posterior distribution of state-space systems to generate improved optimization problems for system identification using variational infe…
Uncertainty estimation in equality-constrained MAP and maximum likelihood estimation with applications to system identification and state estimation
Dimas Abreu Archanjo Dutra
In unconstrained maximum a posteriori (MAP) and maximum likelihood estimation, the inverse of minus the merit-function Hessian matrix is an approximation of the estimate covariance…
Collocation-Based Output-Error Method for Aircraft System Identification
Dimas Abreu Archanjo Dutra
The output-error method is a mainstay of aircraft system identification from flight-test data. It is the method of choice for a wide range of applications, from the estimation of s…
Maximum a Posteriori Joint State Path and Parameter Estimation in Stochastic Differential Equations
Dimas Abreu Dutra
A wide variety of phenomena of engineering and scientific interest are of a continuous-time nature and can be modeled by stochastic differential equations (SDEs), which represent t…
Joint Maximum a Posteriori State Path and Parameter Estimation in Stochastic Differential Equations
Dimas Abreu Archanjo Dutra, Bruno Otávio Soares Teixeira, Luis Antonio Aguirre
In this article, we introduce the joint maximum a posteriori state path and parameter estimator (JME) for continuous-time systems described by stochastic differential equations (SD…
Maximum a Posteriori State Path Estimation: Discretization Limits and their Interpretation
Dimas Abreu Dutra, Bruno Otávio Soares Teixeira, Luis Antonio Aguirre
Continuous-discrete models with dynamics described by stochastic differential equations are used in a wide variety of applications. For these systems, the maximum a posteriori (MAP…