139 citations · 364 across the 12 of their papers we have counts for
5 papers · 1 filter
Approximate Recursive Identification of Autoregressive Systems with Skewed Innovations
Henri Nurminen, Tohid Ardeshiri
We propose a novel recursive system identification algorithm for linear autoregressive systems with skewed innovations. The algorithm is based on the variational Bayes approximatio…
Identification of Piecewise Affine State-Space Models via Expectation Maximization
Rafael Rui, Tohid Ardeshiri, Alexandre Bazanella
This paper deals with the identification of piecewise affine state-space models. These models are obtained by partitioning the state or input domain into a finite number of regions…
State Estimation for Piecewise Affine State-Space Models
Rafael Rui, Tohid Ardeshiri, Henri Nurminen +2
We propose a filter for piecewise affine state-space (PWASS) models. In each filtering recursion, the true filtering posterior distribution is a mixture of truncated normal distrib…
Skew-t Filter and Smoother with Improved Covariance Matrix Approximation
Henri Nurminen, Tohid Ardeshiri, Robert Piché +1
Filtering and smoothing algorithms for linear discrete-time state-space models with skew-t-distributed measurement noise are proposed. The algorithms use a variational Bayes based…
Skew-t inference with improved covariance matrix approximation
Henri Nurminen, Tohid Ardeshiri, Robert Piche +1
Filtering and smoothing algorithms for linear discrete-time state-space models with skew-t distributed measurement noise are presented. The proposed algorithms improve upon our ear…