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PAPEŽ, M.
Originální název
A particle stochastic approximation EM algorithm to identify jump Markov nonlinear models
Typ
článek ve sborníku ve WoS nebo Scopus
Jazyk
angličtina
Originální abstrakt
The identification of static parameters in jump Markov nonlinear models (JMNMs) poses a key challenge in explaining nonlinear and abruptly changing behavior of dynamical systems. This paper introduces a stochastic approximation expectation maximization algorithm to facilitate offline maximum likelihood parameter estimation in JMNMs. The method relies on the construction of a particle Gibbs kernel that takes advantage of the inherent structure of the model to increase the efficiency through Rao-Blackwellization. Numerical examples illustrate that the proposed solution outperforms related approaches.
Klíčová slova
Sequential Monte Carlo; particle Markov chain Monte Carlo; particle Gibbs with ancestor sampling; stochastic approximation; expectation maximization; jump Markov nonlinear models; Rao-Blackwellization
Autoři
Vydáno
9. 7. 2018
Nakladatel
International Federation of Automatic Control (IFAC)
ISSN
2405-8963
Periodikum
IFAC-PapersOnLine (ELSEVIER)
Ročník
51
Číslo
15
Stát
Nizozemsko
Strany od
676
Strany do
681
Strany počet
6
BibTex
@inproceedings{BUT148841, author="Milan {Papež}", title="A particle stochastic approximation EM algorithm to identify jump Markov nonlinear models", booktitle="Proceedings of the 18th Symposium on System Identification, SYSID 2018", year="2018", journal="IFAC-PapersOnLine (ELSEVIER)", volume="51", number="15", pages="676--681", publisher="International Federation of Automatic Control (IFAC)", doi="10.1016/j.ifacol.2018.09.205", issn="2405-8963" }