Parameter estimation for jump Markov linear systems
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- scientific article; zbMATH DE number 4202181
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Cites work
- scientific article; zbMATH DE number 5719293 (Why is no real title available?)
- scientific article; zbMATH DE number 3567782 (Why is no real title available?)
- scientific article; zbMATH DE number 3241743 (Why is no real title available?)
- Convergence of a stochastic approximation version of the EM algorithm
- Dynamic linear models with Markov-switching
- Expectation correction for smoothed inference in switching linear dynamical systems
- Expectation maximization algorithms for MAP estimation of jump Markov linear systems
- Fixed-interval smoothing for Markovian switching systems
- Hybrid Systems: Computation and Control
- Identification of hybrid systems. A tutorial
- Nonlinear Bayesian estimation using Gaussian sum approximations
- Online Bayesian Estimation of Transition Probabilities for Markovian Jump Systems
- Parameter estimation for jump Markov linear systems
- Robust maximum-likelihood estimation of multivariable dynamic systems
- Stability of Stochastic Approximation under Verifiable Conditions
- System identification of nonlinear state-space models
Cited in
(12)- Maximum Likelihood Estimation of Transition Probabilities of Jump Markov Linear Systems
- Recursive estimation for Markov jump linear systems with unknown transition probabilities: a compensation approach
- scientific article; zbMATH DE number 4082633 (Why is no real title available?)
- A novel convex relaxation technique on affine transformed sampled-data control issue for fuzzy semi-Markov jump systems
- Anti-modal-asynchrony sliding mode control for semi-Markov jump systems
- Parameter estimation for jump Markov linear systems
- A novel system identification algorithm for nonlinear Markov jump system
- Estimation of jump Box-Jenkins models
- \(H_{\infty}\) optimal output tracking control for Markov jump systems: a reinforcement learning-based approach
- Accurate and fast parameter identification of conditionally Gaussian Markov jump linear system with input control
- SMC for discrete 2-D Markov switching systems: genetic algorithm
- Fitting jump models
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