An overview of Sequential Monte Carlo methods for parameter estimation in general state-space models

Nonlinear non-Gaussian state-space models arise in numerous applications in control and signal processing. Sequential Monte Carlo (SMC) methods, also known as Particle Filters, provide very good numerical approximations to the associated optimal state estimation problems. However, in many scenarios, the state-space model of interest also depends on unknown static parameters that need to be estimated from the data. In this context, standard SMC methods fail and it is necessary to rely on more sophisticated algorithms. The aim of this paper is to present a comprehensive overview of SMC methods that have been proposed to perform static parameter estimation in general state-space models. We discuss the advantages and limitations of these methods. © 2009 IFAC.

Auto ID based control systems - An overview

This paper will provide a rationale for developing control systems based on the availability of automated identification (Auto ID) information provision. Much of the Auto-ID research has to date focussed on developing the essential infrastructure for dynamically extracting, networking and storing product data. These developments will help to revolutionise the accuracy, quality and timeliness of data acquired by Business Information Systems and should lead to major cost savings and performance improvements as a result. This paper introduces an additional phase of Auto ID research and development in which the nature of control system decisions is reconsidered in the light of the availability of ubiquitous, unique, item-level information. The paper will: (i) Indicate why the availability of ubiquitous, unique, item-level data can enable enhanced and fundamentally different control approaches and highlight potential benefits from control systems incorporating this Auto ID data (ii) Demonstrate what is required to develop control systems based around the availability of Auto ID data. (iii) Outline the research challenges in determining how such systems will be developed.