Identification of a Linear Time-Varying System using Multiple Models

C.Y. Lai, X. Cheng, and T.H. Lee (Singapore)


Time-varying systems, identification, multiple models, ex pectation maximization


In our earlier work, a general framework for the identifi cation of discrete-time time-varying system was proposed. The proposed algorithms were applicable for switched sys tem with linear and nonlinear subsystems. In this paper, we would like to present a preliminary convergence proof of our algorithm for some special cases.

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