Parameter Estimation in Switching Markov Systems and Unsupervised Smoothing

DOI10.1109/TAC.2018.2863651MaRDI QIDQ5223684zbMATH OpenWikidataFDO

Authors Fei Zheng, Stéphane Derrode, Wojciech Pieczynski

Publication date 18 July 2019

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/TAC.2018.2863651

Mathematics Subject Classification ID

Point estimation (62F10) Markov processes: estimation; hidden Markov models (62M05)

Cited in

(5)

• Accurate and fast parameter identification of conditionally Gaussian Markov jump linear system with input control
• Stability analysis of hybrid stochastic delayed Cohen-Grossberg neural networks with Lévy noise and Markov switching
• Estimation of jump Box-Jenkins models
• Parameter estimation of Markov‐switching Hammerstein systems using the variational Bayesian approach
• A novel system identification algorithm for nonlinear Markov jump system

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