SMC for nonlinear system identification

MATLAB code

The code is available here.

Relevant paper

Thomas B. Schön, Fredrik Lindsten, Johan Dahlin, Johan Wågberg, Christian A. Naesseth, Andreas Svensson and Liang Dai. Sequential Monte Carlo methods for system identification. In Proceedings of the 17th IFAC Symposium on System Identification (SYSID), Beijing, China, October 2015. [pdf] [arXiv]

 © Thomas Schön 2021