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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 talk concerns parameter identification for the class of jump Markov linear systems. We present recursive formulas 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:

(06)Talk
Supervisor:



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