Nonparametric Bayesian identification of jump systems with sparse dependencies

Nonparametric Bayesian identification of jump systems with sparse dependencies

Many nonlinear dynamical phenomena can be effectively modeled by a system that switches among a set of conditionally linear dynamical modes. We consider two such Markov jump linear systems: the switching linear dynamical system (SLDS) and the switching vector autoregressive (S-VAR) process. In this...

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Bibliographic Details
Main Authors: Fox, Emily Beth, Sudderth, Erik B., Jordan, Michael I., Willsky, Alan S.
Other Authors: Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science
Format: Article
Language:en_US
Published: International Federation of Automatic Control (IFAC) 2012
Online Access:http://hdl.handle.net/1721.1/73594
https://orcid.org/0000-0003-0149-5888

Internet

http://hdl.handle.net/1721.1/73594
https://orcid.org/0000-0003-0149-5888

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