Online identification of time‐delay jump Markov autoregressive exogenous systems with recursive expectation‐maximization algorithm

Summary This article considers the identification problem of the jump Markov autoregressive exogenous (JMARX) systems with unknown invariant time‐delay under the framework of recursive expectation‐maximization (REM) algorithm. In this article, a recursive Q‐function is formulated for the JMARX syste...

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Bibliographic Details

Published in:	International journal of adaptive control and signal processing Vol. 34; no. 3; pp. 407 - 426
Main Authors:	Chen, Xin, Zhao, Shunyi, Liu, Fei
Format:	Journal Article
Language:	English
Published:	Hoboken, USA John Wiley & Sons, Inc 01.03.2020 Wiley Subscription Services, Inc
Subjects:	Algorithms Computer simulation Delay Fermentation jump Markov system Matrix algebra Matrix methods Maximization Optimization parameter identification recursive EM algorithm Recursive functions Transition probabilities unknown time‐delay
ISSN:	0890-6327, 1099-1115
Online Access:	Get full text
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