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Identification of time‐delay Markov jump autoregressive exogenous systems with expectation‐maximization algorithm - MaRDI portal

Identification of time‐delay Markov jump autoregressive exogenous systems with expectation‐maximization algorithm (Q4634734)

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scientific article; zbMATH DE number 6858271
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Identification of time‐delay Markov jump autoregressive exogenous systems with expectation‐maximization algorithm
scientific article; zbMATH DE number 6858271

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    Identification of time‐delay Markov jump autoregressive exogenous systems with expectation‐maximization algorithm (English)
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    11 April 2018
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    EM algorithm
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    Markov jump system
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    parameter identification
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    unknown constant time delay
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