Bayesian system identification via Markov chain Monte Carlo techniques
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Publication:985263
DOI10.1016/J.AUTOMATICA.2009.10.015zbMATH Open1214.93115OpenAlexW2058030217MaRDI QIDQ985263FDOQ985263
Soren Henriksen, Brett Ninness
Publication date: 20 July 2010
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.automatica.2009.10.015
Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)
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Cited In (21)
- Field degradation modeling and prognostics under time-varying operating conditions: a Bayesian based filtering algorithm
- Kernel methods in system identification, machine learning and function estimation: a survey
- Bayesian augmented Lagrangian algorithm for system identification
- Data augmentation-based statistical inference of diffusion processes
- Computational system identification for Bayesian NARMAX modelling
- Bayesian positive system identification: truncated Gaussian prior and hyperparameter estimation
- Regularization aspects in continuous-time model identification
- Complex-valued Bayesian parameter estimation via Markov chain Monte Carlo
- The generalized cross validation filter
- Topology identification of sparse network: a stochastic variational Bayesian approach
- On input-dependent system identification by Monte Carlo approach
- Bayesian system identification via Markov chain Monte Carlo techniques
- A new kernel-based approach to hybrid system identification
- Parameter estimation in stochastic differential equations with Markov chain Monte Carlo and non-linear Kalman filtering
- Kernel-based local order estimation of nonlinear nonparametric systems
- Structure and parameter identification for Bayesian Hammerstein system
- Deep networks for system identification: a survey
- On model order priors for Bayesian identification of SISO linear systems
- Set-membership identification and fault detection using a Bayesian framework
- Computational system identification of continuous-time nonlinear systems using approximate Bayesian computation
- Bayesian identification of stochastic linear systems with observations at multiple scales
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