An online sequential algorithm for the estimation of transition probabilities for jump Markov linear systems.
Umut OrgunerMübeccel DemireklerPublished in: Autom. (2006)
Keyphrases
- linear systems
- markov chain
- dynamic programming
- learning algorithm
- transition probabilities
- particle swarm optimization
- search algorithm
- optimization algorithm
- np hard
- nearest neighbor
- evolutionary algorithm
- search space
- expectation maximization
- em algorithm
- segmentation method
- markov model
- real time
- coefficient matrix