Rapid System Identification for Jump Markov Non-Linear Systems [Elektronisk resurs]
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Braga, André R. (författare)
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2017 IEEE International Workshop on Computational Advances in Multi-Sensor Adaptive Processing (CAMSAP), Curacao, Dutch Antilles, Dec. 10-13, 2017
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Fritsche, Carsten, 1978- (författare)
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Bruno, Marcelo G. S. (författare)
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Gustafsson, Fredrik, 1964- (författare)
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Linköpings universitet Institutionen för systemteknik (utgivare)
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Linköpings universitet Tekniska fakulteten (utgivare)
- Publicerad: IEEE, 2017
- Engelska.
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Ingår i: Proc. 2017 IEEE International Workshop on Computational Advances in Multi-Sensor Adaptive Processing (CAMSAP). - 9781538612514 ; 714-718
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Sammanfattning
Ämnesord
Stäng
- This work evaluates a previously introduced algorithm called Particle-Based Rapid Incremental Smoother within the framework of state inference and parameter identification in Jump Markov Non-Linear System. It is applied to the recursive form of two well-known Maximum Likelihood based algorithms who face the common challenge of online computation of smoothed additive functionals in order to accomplish the task of model parameter estimation. This work extends our previous contributions on identification of Markovian switching systems with the goal to reduce the computational complexity. A benchmark problem is used to illustrate the results.
Ämnesord
- Engineering and Technology (hsv)
- Electrical Engineering, Electronic Engineering, Information Engineering (hsv)
- Signal Processing (hsv)
- Teknik och teknologier (hsv)
- Elektroteknik och elektronik (hsv)
- Signalbehandling (hsv)
Indexterm och SAB-rubrik
- parameter estimation
- system indentification
- jump Markov systems
- particle filtering
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