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Variational State and Parameter Estimation

2020-12-14 · Jarrad Courts, Johannes Hendriks, Adrian Wills, Thomas Schön, Brett Ninness

This paper considers the problem of computing Bayesian estimates of both states and model parameters for nonlinear state-space models. Generally, this problem does not have a tractable solution and approximations must be utilised. In this work, a variational approach is used to provide an assumed density which approximates the desired, intractable, distribution. The approach is deterministic and results in an optimisation problem of a standard form. Due to the parametrisation of the assumed density selected first- and second-order derivatives are readily available which allows for efficient solutions. The proposed method is compared against state-of-the-art Hamiltonian Monte Carlo in two numerical examples.

📄 PDF Abstract BibTeX arXiv:2012.07269

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parameter estimationState Space Models

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