On model order priors for Bayesian identification of SISO linear systems

DOI10.1080/00207179.2017.1406147zbMath1417.93324OpenAlexW2768515385MaRDI QIDQ4967677

Patricio E. Valenzuela, Cristian R. Rojas, Thomas B. Schön

Publication date: 3 July 2019

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-255303

zbMATH Keywords

system identificationBayesian estimationMetropolis Hastings samplermodel order prior

Mathematics Subject Classification ID

Bayesian inference (62F15) Linear systems in control theory (93C05) Identification in stochastic control theory (93E12)

Uses Software

• System Identification Toolbox

Cites Work

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