A novel system identification algorithm for nonlinear Markov jump system
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Publication:6204988
DOI10.1016/j.ins.2022.10.102MaRDI QIDQ6204988
Haoyu Li, Minghu Tan, Ke Zhang
Publication date: 11 April 2024
Published in: Information Sciences (Search for Journal in Brave)
system identificationlog-likelihoodgradient descentMarkovian jumpRao-Blackwellizationparticle Gibbs ancestor sampling
Nonlinear systems in control theory (93C10) Data smoothing in stochastic control theory (93E14) Identification in stochastic control theory (93E12)
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