Identification of Systems With Regime Switching and Unmodeled Dynamics

DOI10.1109/TAC.2008.2009487zbMath1367.93685MaRDI QIDQ4974432

shaobai kan, Cheng-Zhong Xu, G. George Yin, L. Y. Wang

Publication date: 8 August 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Mathematics Subject Classification ID

Identification in stochastic control theory (93E12) Realizations from input-output data (93B15)

Related Items

Averaging principles for SPDEs driven by fractional Brownian motions with random delays modulated by two-time-scale Markov switching processes ⋮ System identification: regime switching, unmodeled dynamics, and binary sensors ⋮ Approximating functionals of local martingales under lack of uniqueness of the Black–Scholes PDE solution ⋮ Tracking and identification of regime-switching systems using binary sensors ⋮ Parameter estimation in systems with binary-valued observations and structural uncertainties ⋮ Persistent tracking and identification of regime-switching systems with structural uncertainties: unmodeled dynamics, observation bias, and nonlinear model mismatch ⋮ Nonparametric time-variant frequency response function estimates using arbitrary excitations ⋮ Razumikhin-type theorems on moment exponential stability of functional differential equations involving two-time-scale Markovian switching