Information theoretical algorithm based on statistical models for blind identification of nonstationary dynamical systems.
Paolo CrippaFrancesco GianfeliciClaudio TurchettiPublished in: IJCNN (2009)
Keyphrases
- dynamical systems
- statistical models
- non stationary
- dynamic programming
- dynamical models
- optimal solution
- state space
- learning algorithm
- similarity measure
- statistical modeling
- computational complexity
- em algorithm
- statistical model
- convergence rate
- nonlinear dynamical systems
- linear systems
- evaluation function
- least squares
- objective function
- bayesian networks
- clustering algorithm