Identification and Adaptive Control of Change-Point ARX Models Via Rao-Blackwellized Particle Filters

DOI10.1109/TAC.2006.887913MaRDI QIDQ5282010zbMATH OpenFDO

Authors Yuguo Chen, Tze Leung Lai

Publication date 27 July 2017

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

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Adaptive control/observation systems (93C40) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

Cited in

(2)

• Uncertainty Quantification in Dynamic Image Reconstruction with Applications to Cryo-EM
• Particle filters and Bayesian inference in financial econometrics

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