System identification aims to build models of dynamical systems from dat...
This paper is directed towards the problem of learning nonlinear ARX mod...
This paper presents a Bayesian method for identification of jump Markov
...
Jump Markov linear systems (JMLS) are a useful class which can be used t...
This paper presents a method for calculating the smoothed state distribu...
A Bayesian filtering algorithm is developed for a class of state-space
s...
It has recently been shown that many of the existing quasi-Newton algori...