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stat.ME2020
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…
stat.ME2020
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…