Publications

• Anna Wigren, Lawrence Murray and Fredrik Lindsten. Improving the particle filter for high-dimensional problems using artificial process noise. In Proceedings of 18th IFAC Symposium on System Identification (SYSID), Stockholm, Sweden, 2018, pp 670–675. ArXiv
• Anna Wigren, Riccardo Sven Risuleo, Lawrence Murray and Fredrik Lindsten. Parameter elimination in particle Gibbs sampling. In Advances in Neural Information Processing Systems 32, Vancouver, Canada, 2019, pp. 8916–8927. [Oral presentation] ArXiv ulr Code, poster and video presentation can be found here.
• Anna Wigren, Johan Wågberg, Fredrik Lindsten, Adrian Wills and Thomas B. Schön. Nonlinear System Identification: Learning While Respecting Physical Models Using a Sequential Monte Carlo Method. IEEE Control Systems Magazine, vol. 42, no. 1, pp. 75–102, 2022. ArXiv
• Anna Wigren and Fredrik Lindsten. Marginalized particle Gibbs for multiple state-space models coupled through shared parameters. Submitted to Journal of computational and graphical statistics in September 2022. ArXiv