Identification of switched Markov autoregressive exogenous systems with hidden switching state (Q1941277)

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scientific article; zbMATH DE number 6143439
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English
Identification of switched Markov autoregressive exogenous systems with hidden switching state
scientific article; zbMATH DE number 6143439

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    Identification of switched Markov autoregressive exogenous systems with hidden switching state (English)
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    12 March 2013
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    hidden Markov model
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    system identification
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    switched process
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    expectation
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    maximization method
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    Markov chain model
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    SMARX systems
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