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

DOI10.1109/TAC.2006.887913zbMATH Open1366.93671MaRDI QIDQ5282010FDOQ5282010

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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