Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Input design for Bayesian identification of non-linear state-space
  models   We propose an algorithm for designing optimal inputs for on-line Bayesian
identification of stochastic non-linear state-space models. The proposed method
relies on minimization of the posterior Cram\'er Rao lower bound derived for
the model parameters, with respect to the input sequence. To render the
optimization problem computationally tractable, the inputs are parametrized as
a multi-dimensional Markov chain in the input space. The proposed approach is
illustrated through a simulation example.

35
The categories of this paper are: mtrl-th
24
The categories of this paper are: dg-ga
22
The categories of this paper are: chao-dyn
11
The categories of this paper are: hep-lat
19
The categories of this paper are: eess
13
The categories of this paper are: quant-ph
14
The categories of this paper are: math-ph
2
The categories of this paper are: math
15
The categories of this paper are: nucl-ex
17
The categories of this paper are: q-fin
4
The categories of this paper are: cond-mat
26
The categories of this paper are: bayes-an
3
The categories of this paper are: physics
0
The categories of this paper are: hep-ph
12
The categories of this paper are: nucl-th
33
The categories of this paper are: plasm-ph