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Rapid System Identification for Jump Markov Non-Linear Systems
Federal University of Ceara, Quixada, Brazil.
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, Faculty of Science & Engineering.
Aeronautics Institute of Technology, Sao Jose dos Campos, Brazil.
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, Faculty of Science & Engineering.ORCID iD: 0000-0003-3270-171X
2017 (English)In: Proc. 2017 IEEE International Workshop on Computational Advances in Multi-Sensor Adaptive Processing (CAMSAP), 2017, p. 714-718Conference paper, Published paper (Refereed)
Abstract [en]

This work evaluates a previously introduced algorithm called Particle-Based Rapid Incremental Smoother within the framework of state inference and parameter identification in Jump Markov Non-Linear System. It is applied to the recursive form of two well-known Maximum Likelihood based algorithms who face the common challenge of online computation of smoothed additive functionals in order to accomplish the task of model parameter estimation. This work extends our previous contributions on identification of Markovian switching systems with the goal to reduce the computational complexity. A benchmark problem is used to illustrate the results.

Place, publisher, year, edition, pages
2017. p. 714-718
Keyword [en]
parameter estimation, system indentification, jump Markov systems, particle filtering
National Category
Signal Processing
Identifiers
URN: urn:nbn:se:liu:diva-144023OAI: oai:DiVA.org:liu-144023DiVA: diva2:1170438
Conference
2017 IEEE International Workshop on Computational Advances in Multi-Sensor Adaptive Processing (CAMSAP), Curacao, Dutch Antilles, Dec. 10-13, 2017
Projects
ELLIIT - The Linköping‐Lund Initiative on IT and Mobile Communications
Available from: 2018-01-03 Created: 2018-01-03 Last updated: 2018-01-16Bibliographically approved

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Fritsche, CarstenGustafsson, Fredrik

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CiteExportLink to record
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Citation style
  • apa
  • harvard1
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  • modern-language-association-8th-edition
  • vancouver
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  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf