A novel system identification algorithm for nonlinear Markov jump system
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Publication:6204988
DOI10.1016/J.INS.2022.10.102MaRDI QIDQ6204988FDOQ6204988
Authors: Haoyu Li, Ke Zhang, Minghu Tan 
Publication date: 11 April 2024
Published in: Information Sciences (Search for Journal in Brave)
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Cites Work
- System identification of nonlinear state-space models
- Title not available (Why is that?)
- Convergence of a stochastic approximation version of the EM algorithm
- On particle methods for parameter estimation in state-space models
- Particle Gibbs with ancestor sampling
- An introduction to sequential Monte Carlo
- Parameter estimation for jump Markov linear systems
- Recursive Maximum Likelihood Identification of Jump Markov Nonlinear Systems
- An online sequential algorithm for the estimation of transition probabilities for jump Markov linear systems
- A solution of the smoothing problem for linear dynamic systems
- On particle Gibbs sampling
- Data filtering based maximum likelihood extended gradient method for multivariable systems with autoregressive moving average noise
- Sparse Bayesian Nonlinear System Identification Using Variational Inference
- Switch detection and robust parameter estimation for slowly switched Hammerstein systems
- On the Markov switching welfare cost of inflation
- Parameter Estimation in Switching Markov Systems and Unsupervised Smoothing
- Compressed Monte Carlo with application in particle filtering
- Efficient Sequential Monte-Carlo Samplers for Bayesian Inference
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