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• W2315703571 abstract "We propose an algorithm for optimal input design in nonlinear stochastic dynamic systems. The approach relies on minimizing a function of the covariance of the parameter estimates of the system with respect to the input. The covariance matrix is approximated using a joint likelihood function of hidden states and measurements, and a combination of state filters and smoothers. The input is parametrized using an autoregressive model. The proposed approach is illustrated through a simulation example." @default.
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• W2315703571 date "2011-01-01" @default.
• W2315703571 modified "2023-09-25" @default.
• W2315703571 title "Input Design for Nonlinear Stochastic Dynamic Systems – A Particle Filter Approach" @default.
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• W2315703571 doi "https://doi.org/10.3182/20110828-6-it-1002.03722" @default.
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