Identification of Wiener, Hammerstein, and NARX systems as Markov Chains with improved estimates for their nonlinearities.
Wen-Xiao ZhaoHan-Fu ChenPublished in: Syst. Control. Lett. (2012)
Keyphrases
- markov chain
- steady state
- finite state
- monte carlo
- confidence intervals
- transition probabilities
- monte carlo simulation
- state space
- feed forward
- markov process
- stochastic process
- markov model
- monte carlo method
- markov processes
- stationary distribution
- importance sampling
- genetic algorithm
- random walk
- transition matrix