Ismail Senöz, Albert Podusenko, Wouter M. Kouw, Bert de Vries. Bayesian joint state and parameter tracking in autoregressive models. In Alexandre M. Bayen, Ali Jadbabaie, George J. Pappas, Pablo A. Parrilo, Benjamin Recht, Claire J. Tomlin, Melanie N. Zeilinger, editors, Proceedings of the 2nd Annual Conference on Learning for Dynamics and Control, L4DC 2020, Online Event, Berkeley, CA, USA, 11-12 June 2020. Volume 120 of Proceedings of Machine Learning Research, pages 95-104, PMLR, 2020. [doi]
Abstract is missing.