CUED Publications database

Sequential sparse system estimation for linear systems with nonlinear observations

Murphy, J and Godsill, SJ (2016) Sequential sparse system estimation for linear systems with nonlinear observations. In: UNSPECIFIED pp. 606-611..

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Abstract

© 2016 ISIF. This paper presents an online (sequential) method for sparse system estimation in dynamic systems with linear Gaussian state evolution and nonlinear and/or non-Gaussian observations. Estimation is based on an Automatic Relevance Determination (ARD) prior for the elements of the system matrix A, with an online Expectation-Maximization algorithm used within a particle filter for sequential estimation. The method is demonstrated to work effectively on an example system.

Item Type: Conference or Workshop Item (UNSPECIFIED)
Subjects: UNSPECIFIED
Divisions: Div F > Signal Processing and Communications
Depositing User: Cron Job
Date Deposited: 17 Jul 2017 19:39
Last Modified: 03 Aug 2017 03:11
DOI: