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Abstract: By proper choice of proposal distributions for importance sampling and of resampling schemes for sequentially updating the importance weights, this paper develops fast particle filters that can be implemented via parallel recursions for on-line identification and adaptive control of nonlinear stochastic systems. Theoretical analysis and simulation studies show the superiority of this new approach over conventional methods for identification and adaptive control of ARX models with... (Update)
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BibTeX entry: (Update)
@misc{ chen-fast,
author = "Yuguo Chen and Tze Leung Lai",
title = "Fast Particle Filters and Their Applications to Recursive Identification
and Adaptive Control of Nonlinear Stochastic Systems",
url = "citeseer.ist.psu.edu/704269.html" }
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[Article contains additional citations not shown here]
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