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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Vydané v:	International journal of adaptive control and signal processing Ročník 34; číslo 3; s. 407 - 426
Hlavní autori:	Chen, Xin, Zhao, Shunyi, Liu, Fei
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	Hoboken, USA John Wiley & Sons, Inc 01.03.2020 Wiley Subscription Services, Inc
Predmet:	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
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