Accurate and fast parameter identification of conditionally Gaussian Markov jump linear system with input control

DOI10.1016/j.automatica.2021.109928zbMath1482.93654OpenAlexW4200278463MaRDI QIDQ2071909

Yanyan Li

Publication date: 31 January 2022

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2021.109928

zbMATH Keywords

system identificationEM algorithmlinear Markov jump systemoptimal parameter identification

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Identification in stochastic control theory (93E12)

Related Items (1)

Robust stability and robust H2 performance of discrete‐time Markovian jump linear systems with uncertain transition probabilities

Uses Software

• Adam

Cites Work

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