Parameter estimation for jump Markov linear systems

DOI10.1016/j.automatica.2021.109949zbMath1478.93678OpenAlexW3207268251MaRDI QIDQ2059339

Brett Ninness, Mark P. Balenzuela, Christopher Renton, Adrian G. Wills

Publication date: 14 December 2021

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2021.109949

zbMATH Keywords

identificationoptimisationnonlinear state estimationexpectation maximisationjump Markov systems

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Identification in stochastic control theory (93E12)

Related Items (3)

A novel convex relaxation technique on affine transformed sampled-data control issue for fuzzy semi-Markov jump systems ⋮ A novel system identification algorithm for nonlinear Markov jump system ⋮ Parameter estimation for jump Markov linear systems

Cites Work

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• Online Bayesian Estimation of Transition Probabilities for Markovian Jump Systems
• Nonlinear Bayesian estimation using Gaussian sum approximations

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