  In this work we combine two distinct machine learning methodologies,
sequential Monte Carlo and Bayesian experimental design, and apply them to the
problem of inferring the dynamical parameters of a quantum system. We design
the algorithm with practicality in mind by including parameters that control
trade-offs between the requirements on computational and experimental
resources. The algorithm can be implemented online (during experimental data
collection), avoiding the need for storage and post-processing. Most
importantly, our algorithm is capable of learning Hamiltonian parameters even
when the parameters change from experiment-to-experiment, and also when
additional noise processes are present and unknown. The algorithm also
numerically estimates the Cramer-Rao lower bound, certifying its own
performance.
