123 citations · 876 across the 50 of their papers we have counts for
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stat.CO2018★ 3 cited
Learning dynamical systems with particle stochastic approximation EM
Andreas Lindholm, Fredrik Lindsten
We present the particle stochastic approximation EM (PSAEM) algorithm for learning of dynamical systems. The method builds on the EM algorithm, an iterative procedure for maximum l…
stat.CO2018★ 7 cited
Improving the particle filter in high dimensions using conjugate artificial process noise
Anna Wigren, Lawrence Murray, Fredrik Lindsten
The particle filter is one of the most successful methods for state inference and identification of general non-linear and non-Gaussian models. However, standard particle filters s…