Parameter Estimation in Switching Markov Systems and Unsupervised Smoothing

DOI10.1109/TAC.2018.2863651zbMATH Open1482.62086WikidataQ129415191 ScholiaQ129415191MaRDI QIDQ5223684FDOQ5223684

Authors: Fei Zheng, Stéphane Derrode, Wojciech Pieczynski 

Publication date: 18 July 2019

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Mathematics Subject Classification ID

Point estimation (62F10) Markov processes: estimation; hidden Markov models (62M05)

Cited In (5)

• A novel system identification algorithm for nonlinear Markov jump system
• Estimation of jump Box-Jenkins models
• Parameter estimation of Markov‐switching Hammerstein systems using the variational Bayesian approach
• Accurate and fast parameter identification of conditionally Gaussian Markov jump linear system with input control
• Stability analysis of hybrid stochastic delayed Cohen-Grossberg neural networks with Lévy noise and Markov switching

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