47 citations · 294 across the 31 of their papers we have counts for
3 papers · 1 filter
A New Smoothing Algorithm for Jump Markov Linear Systems
Mark P. Balenzuela, Adrian G. Wills, Christopher Renton +1
This paper presents a method for calculating the smoothed state distribution for Jump Markov Linear Systems. More specifically, the paper details a novel two-filter smoother that p…
Bayesian Parameter Identification for Jump Markov Linear Systems
Mark P. Balenzuela, Adrian G. Wills, Christopher Renton +1
This paper presents a Bayesian method for identification of jump Markov linear system parameters. A primary motivation is to provide accurate quantification of parameter uncertaint…
Sparse Bayesian ARX models with flexible noise distributions
Johan Dahlin, Adrian Wills, Brett Ninness
This paper considers the problem of estimating linear dynamic system models when the observations are corrupted by random disturbances with nonstandard distributions. The paper is…