Bayesian identification of stochastic linear systems with observations at multiple scales

DOI10.1080/00207721.2010.518253zbMath1230.93093OpenAlexW2072566272MaRDI QIDQ3102833

Michael A. Balikhin, Lingzhong Guo, Stephen A. Billings, Daniel Coca

Publication date: 25 November 2011

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207721.2010.518253

zbMATH Keywords

linear systemsARMAidentification for controlcommunication systemAR modelsARMAXARX

Mathematics Subject Classification ID

Communication networks in operations research (90B18) Linear systems in control theory (93C05) Time-scale analysis and singular perturbations in control/observation systems (93C70) Identification in stochastic control theory (93E12) Stochastic systems in control theory (general) (93E03)

Related Items (1)

Optimal asynchronous estimation of 2D Gaussian–Markov processes

Cites Work

• Bayesian system identification via Markov chain Monte Carlo techniques
• Bayesian multiscale analysis for time series data
• Bayes inference in regression models with ARMA\((p,q)\) errors
• Temporal Aggregation of Garch Processes
• A Bayesian approach to identification of hybrid systems
• Multi-scale and hidden resolution time series models

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