MCMC System Identification

Contact Details

Soren Henriksen

Email

Phone

(02) 4921 5227
+61 2 4921 5227 (intl)

Office

Callaghan Campus
Building EF: EF-108
Markov Chain Monte-Carlo methods are used to calculate probability density functions for parameters in dynamic systems models. By virtue of computation of the true posterior density, these methods allow accurate quantification of estimation error, even for short data lengths.

Site Contents:

Background

Details of this Project.

Publications

Selected journal and conference papers together with internal technical reports.

Project Team

People involved in this project.

Maintained by Soren Henriksen
University of Newcastle
26 Mar 2008, © Copyright