Parameter estimation of Markov‐switching Hammerstein systems using the variational Bayesian approach

DOI10.1049/IET-CTA.2018.6236MaRDI QIDQ5221131zbMATH OpenOpenAlexFDO

Authors Junxia Ma, Biao Huang, Feng Ding

Publication date 24 March 2020

Published in IET Control Theory \& Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1049/iet-cta.2018.6236

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Point estimation (62F10) Bayesian inference (62F15) Estimation and detection in stochastic control theory (93E10)

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Cited in

(7)

• Accurate and fast parameter identification of conditionally Gaussian Markov jump linear system with input control
• Identification of switched FIR systems with random missing outputs: a variational Bayesian approach
• Switch detection and robust parameter estimation for slowly switched Hammerstein systems
• Structure and parameter identification for Bayesian Hammerstein system
• Parameter estimation of nonlinear output error system under variational Bayesian method based on probabilistic graphical model
• Variational Bayesian identification for bilinear state space models with Markov‐switching time delays
• Directional expansion-based fault diagnosis algorithm using orthotopic and ellipsoidal filtering

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