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Parameter Estimation of Nonlinear Dynamic Systems with Application to Failure Prognostics

Author(s): Matej Gašperin (Author), Đani Juričić (Supervisor)

Year: 2011

Type: Doctoral dissertation

This dissertation addresses the problem of parameter estimation of stochastic, discrete-time, state-space models from input and output data. This class of problems can be found in many modern engineering applications, where the relationships in the real world processes have to be inferred from the observed data and available prior knowledge. …