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

Online identification of time‐delay jump Markov autoregressive exogenous systems with recursive expectation‐maximization algorithm (Q5003390)

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scientific article; zbMATH DE number 7373572
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Online identification of time‐delay jump Markov autoregressive exogenous systems with recursive expectation‐maximization algorithm
scientific article; zbMATH DE number 7373572

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    Online identification of time‐delay jump Markov autoregressive exogenous systems with recursive expectation‐maximization algorithm (English)
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    22 July 2021
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    jump Markov system
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    parameter identification
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    recursive EM algorithm
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    unknown time-delay
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