文章基本信息

标题：Weighted expectation-maximisation algorithm for parameter estimation of misspecified dynamical models: application to vehicle dynamics
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作者：Jules Matz ; Abderazik Birouche ; Benjamin Mourllion 等
期刊名称：IFAC PapersOnLine
印刷版ISSN：2405-8963
出版年度：2021
卷号：54
期号：20
页码：8-13
DOI：10.1016/j.ifacol.2021.11.145
语种：English
出版社：Elsevier
摘要：AbstractThe problem of parameter estimation for nonlinear state-space models is addressed using the expectation-maximisation algorithm. Model states and parameters are iteratively estimated using cubature Kalman smoothing and maximum a posteriori estimation. A modification to this technique is proposed by weighting measurement samples so the algorithm equally tries to approximate all system dynamics, even those poorly represented in the measurements. The method is applied to parameter estimation of a vehicle dynamics model.
关键词：KeywordsIdentificationnonlinear misspecified modelEM algorithmvehicle dynamics