Results 11 to 20 of about 952,085 (262)
Statistical Software for State Space Methods [PDF]
Journal of Statistical Software, 2011 In this paper we review the state space approach to time series analysis and establish the notation that is adopted in this special volume of the Journal of Statistical Software.
Jacques J. F. Commandeur +2 more
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Approximate Methods for State-Space Models [PDF]
Journal of the American Statistical Association, 2010 31 pages, 4 figures. Different pagination from journal version due to incompatible style files but same content; the supplemental file for the journal appears here as appendices B--E.
Koyama, Shinsuke +3 more
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State Space Methods inStata [PDF]
Journal of Statistical Software, 2011 We illustrate how to estimate parameters of linear state-space models using the Stata program sspace. We provide examples of how to use sspace to estimate the parameters of unobserved-component models, vector autoregressive moving-average models, and dynamic-factor models.
Drukker, David M., Gates, Richard B.
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Recursive prediction error methods for online estimation in nonlinear state-space models [PDF]
Modeling, Identification and Control, 1994 Several recursive algorithms for online, combined state and parameter estimation in nonlinear state-space models are discussed in this paper. Well-known algorithms such as the extended Kalman filter and alternative formulations of the recursive ...
Dag Ljungquist, Jens G. Balchen
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Optimal Hardware and Control Co-Design Applied to an Active Car Suspension Setup
Machines, 2021 For complex systems, it is not easy to obtain optimal designs for the hardware architecture and control configurations. Every design aspect influences the final performance, and often the interactions of the different components cannot be clearly ...
Michiel Haemers +3 more
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State Space Methods inRATS [PDF]
Journal of Statistical Software, 2011 This paper uses several examples to show how the econometrics program RATS can be used to analyze state space models. It demonstrates Kalman filtering and smoothing, estimation of hyperparameters, unconditional and conditional simulation. It also provides a more complicated example where a dynamic simultaneous equations model is transformed into a ...
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State Space Model Predictive Control of a Multi Stage Electro-metallurgical Process [PDF]
Modeling, Identification and Control, 1989 The paper deals with the proposed application of a novel technique for Model Predictive Control to a multistage electrometallurgical process. The novel control technique is based upon high speed repetitive simulation of a non-linear state space model of ...
Jens G. Balchen +2 more
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Spike-based reinforcement learning in continuous state and action space: when policy gradient methods fail. [PDF]
PLoS Computational Biology, 2009 Changes of synaptic connections between neurons are thought to be the physiological basis of learning. These changes can be gated by neuromodulators that encode the presence of reward.
Eleni Vasilaki +4 more
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Fast robust methods for singular state-space models [PDF]
Automatica, 2019 11 pages, 4 ...
Jonker J. +4 more
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International Journal for Re-Views in Empirical Economics, 2018 In 2002 we published a paper in which we used state space time series methods to analyse the teenage employment-federal minimum wage relationship in the US (Bazen and Marimoutou, 2002).The study used quarterly data for the 46 year period running from ...
Velayoudom Marimoutou, Stephen Bazen
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