Recursive Maximum Likelihood Identification of Jump Markov Nonlinear Systems

Emre Özkan, Fredrik Lindsten, Carsten Fritsche, Fredrik Gustafsson. Recursive Maximum Likelihood Identification of Jump Markov Nonlinear Systems. IEEE Transactions on Signal Processing, 63(3):754-765, 2015. [doi]

@article{OzkanLFG15,
  title = {Recursive Maximum Likelihood Identification of Jump Markov Nonlinear Systems},
  author = {Emre Özkan and Fredrik Lindsten and Carsten Fritsche and Fredrik Gustafsson},
  year = {2015},
  doi = {10.1109/TSP.2014.2385039},
  url = {http://dx.doi.org/10.1109/TSP.2014.2385039},
  researchr = {https://researchr.org/publication/OzkanLFG15},
  cites = {0},
  citedby = {0},
  journal = {IEEE Transactions on Signal Processing},
  volume = {63},
  number = {3},
  pages = {754-765},
}