Nonparametric Bayesian identification of jump systems with sparse dependencies

IFAC Proceedings Volumes (IFAC-PapersOnline)

Volumn 15, Issue PART 1, 2009, Pages 1591-1596

  Fox, Emily B ^a   Sudderth, Erik B ^b   Jordan, Michael I ^b   Willsky, Alan S ^a  

^a MASSACHUSETTS INSTITUTE OF TECHNOLOGY   (United States)

^b UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Autoregressive processes; Dynamic systems; Jump processes; Machine learning; Markov models; Non parametric identification; State space models; Stochastic realization

Indexed keywords

AUTO REGRESSIVE PROCESS; JUMP PROCESS; MACHINE-LEARNING; MARKOV MODEL; NON-PARAMETRIC IDENTIFICATION; STATE-SPACE MODELS; STOCHASTIC REALIZATION;

BAYESIAN NETWORKS; LINEAR CONTROL SYSTEMS; MARKOV PROCESSES; STOCHASTIC MODELS;

DYNAMICAL SYSTEMS;

EID: 80051610908     PISSN: 14746670     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.3182/20090706-3-FR-2004.0328     Document Type: Conference Paper

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