Identification of time-delay Markov jump autoregressive exogenous systems with expectation-maximization algorithm

DOI10.1002/ACS.2807zbMATH Open1383.93091OpenAlexW2754169552MaRDI QIDQ4634734FDOQ4634734

Authors: Xin Chen, Shunyi Zhao, Fei Liu 

Publication date: 11 April 2018

Published in: International Journal of Adaptive Control and Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/acs.2807

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zbMATH Keywords

EM algorithmparameter identificationMarkov jump systemunknown constant time delay

Mathematics Subject Classification ID

Stochastic programming (90C15) Identification in stochastic control theory (93E12)

Cited In (10)

• Maximum likelihood gradient identification for multivariate equation‐error moving average systems using the multi‐innovation theory
• Online identification of time-delay jump Markov autoregressive exogenous systems with recursive expectation-maximization algorithm
• Variational Bayesian identification for bilinear state space models with Markov‐switching time delays
• Expectation maximization identification algorithm for time-delay two-dimensional systems
• Identification of switched Markov autoregressive exogenous systems with hidden switching state
• Identification of jump Markov autoregressive exogenous systems with missing measurements
• Expectation-maximization-based infrared target tracking with time-varying extinction coefficient identification
• Parameter estimation for time-delay systems based on the frequency responses and harmonic balance methods
• Accurate and fast parameter identification of conditionally Gaussian Markov jump linear system with input control
• State space model identification of multirate processes with time-delay using the expectation maximization

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