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20132020
most citedApproximate Bayesian Smoothing with Unknown Process and Measurement Noise Covariances

121 citations · 125 across the 4 of their papers we have counts for

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stat.CO2013★ 1 cited

Recursive maximum likelihood identification of jump Markov nonlinear systems

Emre Özkan, Fredrik Lindsten, Carsten Fritsche +1

In this contribution, we present an online method for joint state and parameter estimation in jump Markov non-linear systems (JMNLS). State inference is enabled via the use of part…