Bayesian identification of stochastic linear systems with observations at multiple scales
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Publication:3102833
DOI10.1080/00207721.2010.518253zbMath1230.93093MaRDI QIDQ3102833
Michael A. Balikhin, Lingzhong Guo, Stephen A. Billings, Daniel Coca
Publication date: 25 November 2011
Published in: International Journal of Systems Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207721.2010.518253
90B18: Communication networks in operations research
93C05: Linear systems in control theory
93C70: Time-scale analysis and singular perturbations in control/observation systems
93E12: Identification in stochastic control theory
93E03: Stochastic systems in control theory (general)
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Cites Work
- Bayesian system identification via Markov chain Monte Carlo techniques
- Bayesian multiscale analysis for time series data
- Bayes inference in regression models with ARMA\((p,q)\) errors
- Temporal Aggregation of Garch Processes
- A Bayesian approach to identification of hybrid systems
- Multi-scale and hidden resolution time series models