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Quantification of Mismatch Error in Randomly Switching Linear State-Space Models.
Parisa Karimi
Zhizhen Zhao
Mark D. Butala
Farzad Kamalabadi
Published in:
IEEE Signal Process. Lett. (2021)
Keyphrases
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state space
statistical models
prior knowledge
linear models
complex systems
graphical models
markov chain
experimental data
probabilistic model
error bounds
sequential monte carlo methods
model selection
least squares
mathematical models
linear model
search algorithm
linear complexity