Consistency and rate of convergence of switched least squares system identification for autonomous Markov jump linear systems
In this paper, we investigate the problem of system identification for autonomous Markov
jump linear systems (MJS) with complete state observations. We propose switched least …
jump linear systems (MJS) with complete state observations. We propose switched least …
Strong consistency and rate of convergence of switched least squares system identification for autonomous markov jump linear systems
In this article, we investigate the problem of system identification for autonomous Markov
jump linear systems (MJS) with complete state observations. We propose switched least …
jump linear systems (MJS) with complete state observations. We propose switched least …
[PDF][PDF] Consistency and rate of convergence of switched least squares system identification for autonomous switched linear systems
In this paper, we investigate the problem of system identification for autonomous switched
linear systems with complete state observations. We propose switched least squares …
linear systems with complete state observations. We propose switched least squares …
Iterative algorithms for state estimation of jump Markov linear systems
Jump Markov linear systems (JMLSs) are linear systems whose parameters evolve with time
according to a finite state Markov chain. Given a set of observations, our aim is to estimate …
according to a finite state Markov chain. Given a set of observations, our aim is to estimate …
Accurate and fast parameter identification of conditionally Gaussian Markov jump linear system with input control
H Li, K Zhang - Automatica, 2022 - Elsevier
Identifying the Markov jump systems accurately and rapidly is a challenging task due to the
complexity of hidden state expectation exponentially increases along with the data length …
complexity of hidden state expectation exponentially increases along with the data length …
Stochastic sampling algorithms for state estimation of jump Markov linear systems
A Doucet, A Logothetis… - IEEE Transactions on …, 2000 - ieeexplore.ieee.org
Jump Markov linear systems are linear systems whose parameters evolve with time
according to a finite-state Markov chain. Given a set of observations, our aim is to estimate …
according to a finite-state Markov chain. Given a set of observations, our aim is to estimate …
Active estimation for jump Markov linear systems
L Blackmore, S Rajamanoharan… - IEEE Transactions on …, 2008 - ieeexplore.ieee.org
Jump Markov Linear Systems are convenient models for systems that exhibit both
continuous dynamics and discrete mode changes. Estimating the hybrid discrete-continuous …
continuous dynamics and discrete mode changes. Estimating the hybrid discrete-continuous …
On state estimation of discrete-time Markov jump linear systems
W Liu, H Zhang - 2009 Chinese Control and Decision …, 2009 - ieeexplore.ieee.org
This paper is concerned with state estimation problem for discrete-time Markov jump linear
systems. A novel recursive algorithm for estimating the state of the considered systems is …
systems. A novel recursive algorithm for estimating the state of the considered systems is …
A general framework for the identification of jump Markov linear systems
E Cinquemani, R Porreca… - 2007 46th IEEE …, 2007 - ieeexplore.ieee.org
This paper concerns parameter identification for the class of jump Markov linear systems.
We present recursive formulae for the computation of the second-order statistics of a jump …
We present recursive formulae for the computation of the second-order statistics of a jump …
MAP state sequence estimation for jump Markov linear systems via the expectation-maximization algorithm
A Logothetis, V Krishnamurthy - Proceedings of the 36th IEEE …, 1997 - ieeexplore.ieee.org
In a jump Markov linear system the state matrix, observation matrix and the noise covariance
matrices evolve according to the realization of a finite state Markov chain. Given a realization …
matrices evolve according to the realization of a finite state Markov chain. Given a realization …