Identification of time-delay Markov jumps autoregressive system with recursive expectation maximum and convex optimization algorithm

Yihan Guo, Cunbao Ma. Identification of time-delay Markov jumps autoregressive system with recursive expectation maximum and convex optimization algorithm. Trans. Inst. Meas. Control, 45(9):1607-1618, 2023. [doi]

@article{GuoM23,
  title = {Identification of time-delay Markov jumps autoregressive system with recursive expectation maximum and convex optimization algorithm},
  author = {Yihan Guo and Cunbao Ma},
  year = {2023},
  doi = {10.1177/01423312221136652},
  url = {https://doi.org/10.1177/01423312221136652},
  researchr = {https://researchr.org/publication/GuoM23},
  cites = {0},
  citedby = {0},
  journal = {Trans. Inst. Meas. Control},
  volume = {45},
  number = {9},
  pages = {1607-1618},
}