Parameter estimation of Markov‐switching Hammerstein systems using the variational Bayesian approach

DOI10.1049/iet-cta.2018.6236zbMath1432.93319OpenAlexW2938639026MaRDI QIDQ5221131

Feng Ding, Biao Huang, Junxia Ma

Publication date: 24 March 2020

Published in: IET Control Theory & Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1049/iet-cta.2018.6236

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Estimation and detection in stochastic control theory (93E10) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)

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