Note: This content is accessible to all versions of every browser. However, this browser does not seem to support current Web standards, preventing the display of our site's design details.

  

A general framework for the identification of jump Markov linear systems

Author(s):

E. Cinquemani, R. Porreca, G. Ferrari-Trecate, J. Lygeros
Conference/Journal:

IEEE Conference on Decision and Control
Abstract:

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 Markov process and discuss their application to the estimation of the model parameters given data from a single or repeated experiments. Simulation results are provided to show the effectiveness of our approach.

Year:

2007
Type of Publication:

(01)Article
Supervisor:



File Download:

Request a copy of this publication.
(Uses JavaScript)
% Autogenerated BibTeX entry
@InProceedings { CinEtal:2007:IFA_2866,
    author={E. Cinquemani and R. Porreca and G. Ferrari-Trecate and J. Lygeros},
    title={{A general framework for the identification of jump Markov
	  linear systems}},
    booktitle={IEEE Conference on Decision and Control},
    pages={},
    year={2007},
    address={},
    month=dec,
    url={http://control.ee.ethz.ch/index.cgi?page=publications;action=details;id=2866}
}
Permanent link