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Nonlinear Estimator: Dual Bayesian Affine Estimators for Parameter Learning

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arXiv:2606. 10111v1 Announce Type: cross Abstract: This paper presents a nonlinear parameter estimator for Wiener-type state-space models obtained as a fixed-point architecture that couples two affine minimum mean-squared error (MMSE) estimators: one for the unknown parameters and one for latent variables.