Maximum Likelihood Estimation of Transition Probabilities of Jump Markov Linear Systems

DOI10.1109/TSP.2008.928936zbMath1390.94346OpenAlexW2151433093MaRDI QIDQ4569147

Umut Orguner, Mübeccel Demirekler

Publication date: 27 June 2018

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tsp.2008.928936

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Related Items (5)

Recursive estimation for Markov jump linear systems with unknown transition probabilities: a compensation approach ⋮ Identification of jump Markov autoregressive exogenous systems with missing measurements ⋮ An adaptive risk-sensitive filtering method for Markov jump linear systems with uncertain parameters ⋮ Online identification of time‐delay jump Markov autoregressive exogenous systems with recursive expectation‐maximization algorithm ⋮ Recursive identification for multivariate autoregressive equation-error systems with autoregressive noise

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