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

DOI10.1016/J.AUTOMATICA.2021.109928MaRDI QIDQ2071909zbMATH OpenOpenAlexFDO

Authors 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

EM algorithmsystem identificationlinear Markov jump systemoptimal parameter identification

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3567782 (Why is no real title available?)
• Closed-loop identification revisited
• Controller design for discrete-time hybrid linear parameter-varying systems with semi-Markov mode switching
• Dynamic output-feedback control of linear semi-Markov jump systems with incomplete semi-Markov kernel
• Fast smoothing in switching approximations of non-linear and non-Gaussian models
• Heat release by controlled continuous-time Markov jump processes
• Kalman filtering for positioning and heading control of ships and offshore rigs
• On the Markov switching welfare cost of inflation
• Parameter Estimation in Switching Markov Systems and Unsupervised Smoothing
• Parameter estimation of Markov‐switching Hammerstein systems using the variational Bayesian approach
• Particle Gibbs with ancestor sampling
• Signal and Image Segmentation Using Pairwise Markov Chains
• Unsupervised segmentation of hidden Markov fields corrupted by correlated non-Gaussian noise

Cited in

(4)

• Robust stability and robust H2 performance of discrete‐time Markovian jump linear systems with uncertain transition probabilities
• \( \mathcal{L}_1\)-optimal filtering of Markov jump processes. III: Identification of system parameters
• Parameter estimation for jump Markov linear systems
• A novel system identification algorithm for nonlinear Markov jump system

Describes a project that uses

Uses Software

• Adam

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