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Proceedings of the IEEE Conference on Decision and Control(3)
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Proceedings of the 44th IEEE Conference on Decision and Control, and the European Control Conference, CDC-ECC '05(1)
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scopus(8)
An algorithm for estimating time-varying commodity price models
Conference ObjectAbstract: Given the current financial crisis, there is renewed interest in modelling how the price of commoditPalabras claves:Autores:Godoy B.I., Goodwin G.C., Juan C. Agüero, Rojas A.J.Fuentes:scopusA novel approach to model error modelling using the expectation- maximization algorithm
Conference ObjectAbstract: In this paper we develop a novel approach to model error modelling. There are natural links to otherPalabras claves:EM algorithm, model error modelling, system identificationAutores:Carvajal R., Delgado R.A., Goodwin G.C., Juan C. AgüeroFuentes:scopusA rank-constrained optimization approach: Application to factor analysis
Conference ObjectAbstract: In this paper, we present a general method for rank-constrained optimization. We use an iterative coPalabras claves:Autores:Delgado R.A., Goodwin G.C., Juan C. AgüeroFuentes:scopusConnections between incremental and continuous-time EM algorithm for state space identification
Conference ObjectAbstract: The EM algorithm has been successfully applied to obtain maximum likelihood estimates for state-spacPalabras claves:EM algorithm, Incremental models, Maximum likelihood, Sampled data, State-space identificationAutores:Alfaro J.A., Goodwin G.C., Juan C. Agüero, Yuz J.I.Fuentes:scopusApproximate em algorithms for parameter and state estimation in nonlinear stochastic models
Conference ObjectAbstract: Due to the availability of rapidly improving computer speeds, industry is increasingly using nonlinePalabras claves:Autores:Goodwin G.C., Juan C. AgüeroFuentes:scopusModel Error Modeling and Stochastic Embedding
Conference ObjectAbstract: To estimate a model of useful complexity for control design, at the same time as having a good insigPalabras claves:Empirical Bayes, Error quantification, Model errorsAutores:Chen T., Goodwin G.C., Juan C. Agüero, Ljung L.Fuentes:scopusSampling and sampled-data models: The interface between the continuous world and digital algorithms
ArticleAbstract: Modern signal processing and control algorithms are invariably implemented digitally, yet most real-Palabras claves:Autores:Cea M., Goodwin G.C., Juan C. Agüero, Salgado M.E., Yuz J.I.Fuentes:scopusStochastic Embedding revisited: A modern interpretation
Conference ObjectAbstract: There is a very extensive literature on various aspects of the central Bias-Variance trade-off in liPalabras claves:Autores:Goodwin G.C., Juan C. Agüero, Ljung L.Fuentes:scopus