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A novel system identification algorithm for nonlinear Markov jump system - MaRDI portal

A novel system identification algorithm for nonlinear Markov jump system (Q6204988)

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scientific article; zbMATH DE number 7830628
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A novel system identification algorithm for nonlinear Markov jump system
scientific article; zbMATH DE number 7830628

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    A novel system identification algorithm for nonlinear Markov jump system (English)
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    11 April 2024
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    Markovian jump
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    system identification
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    Rao-Blackwellization
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    particle Gibbs ancestor sampling
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    gradient descent
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    log-likelihood
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