Bayesian identification of stochastic linear systems with observations at multiple scales
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Cites work
- A Bayesian approach to identification of hybrid systems
- Bayes inference in regression models with ARMA\((p,q)\) errors
- Bayesian multiscale analysis for time series data
- Bayesian system identification via Markov chain Monte Carlo techniques
- Multi-scale and hidden resolution time series models
- Temporal Aggregation of Garch Processes
Cited in
(7)- A Bayesian method of parameter identification and prediction of states of linear stationary dynamical systems
- Bayesian augmented Lagrangian algorithm for system identification
- Bayesian positive system identification: truncated Gaussian prior and hyperparameter estimation
- Recursive Bayesian algorithm with covariance resetting for identification of Box-Jenkins systems with non-uniformly sampled input data
- Bayesian differential programming for robust systems identification under uncertainty
- Optimal asynchronous estimation of 2D Gaussian-Markov processes
- Dealing with collinearity in large-scale linear system identification using Gaussian regression
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