Identification of switched Markov autoregressive exogenous systems with hidden switching state

DOI10.1016/j.automatica.2011.08.054zbMath1260.93166OpenAlexW2069236387WikidataQ57582763 ScholiaQ57582763MaRDI QIDQ1941277

Yanyan Li

Publication date: 12 March 2013

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2011.08.054

zbMATH Keywords

system identificationhidden Markov modelexpectationMarkov chain modelmaximization methodSMARX systemsswitched process

Mathematics Subject Classification ID

Related Items (6)

Data-driven switching modeling for MPC using regression trees and random forests ⋮ Identification of jump Markov autoregressive exogenous systems with missing measurements ⋮ Robust algorithm for attack detection based on time‐varying hidden Markov model subject to outliers ⋮ Identification of switched FIR systems with random missing outputs: a variational Bayesian approach ⋮ A robust global approach for LPV FIR model identification with time-varying time delays ⋮ Online identification of time‐delay jump Markov autoregressive exogenous systems with recursive expectation‐maximization algorithm

Cites Work

• Identification of piecewise affine systems based on statistical clustering technique
• A Bayesian approach to identification of hybrid systems
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