882 citations · 2.6k across the 89 of their papers we have counts for
3 papers · 2 filters
High-dimensional Filtering using Nested Sequential Monte Carlo
Christian A. Naesseth, Fredrik Lindsten, Thomas B. Schön
Sequential Monte Carlo (SMC) methods comprise one of the most successful approaches to approximate Bayesian filtering. However, SMC without good proposal distributions struggle in…
Linear System Identification via EM with Latent Disturbances and Lagrangian Relaxation
Jack Umenberger, Johan Wågberg, Ian R. Manchester +1
In the application of the Expectation Maximization algorithm to identification of dynamical systems, internal states are typically chosen as latent variables, for simplicity. In th…
A flexible state space model for learning nonlinear dynamical systems
Andreas Svensson, Thomas B. Schön
We consider a nonlinear state-space model with the state transition and observation functions expressed as basis function expansions. The coefficients in the basis function expansi…