conference paper
A general framework for the identification of jump Markov linear systems
2007
Proc. 46th IEEE Conference on Decision and Control
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.
Type
conference paper
Author(s)
Cinquemani, E.
Porreca, R.
Ferrari-Trecate, G.
Lygeros, J.
Date Issued
2007
Published in
Proc. 46th IEEE Conference on Decision and Control
Start page
5737
End page
5742
Note
New Orleans, LA, US, 12-14 December
Editorial or Peer reviewed
REVIEWED
Written at
OTHER
EPFL units
Available on Infoscience
January 10, 2017
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