We consider a mixed linear system model, with both continuous and discrete inputs and outputs, described by a coefficient matrix and a set of noise variances. When the discrete inp...
Argyrios Zymnis, Stephen P. Boyd, Dimitry M. Gorin...
Abstract— Recursive state estimation is considered for discrete time linear systems with mixed process and measurement disturbances that have stochastic and (convex) set-bounded ...
The primary contribution of this paper is an algorithm capable of identifying parameters in certain mixed linear/nonlinear state-space models, containing conditionally linear Gauss...
Least-squares estimation has always been the main approach when applying prediction error methods (PEM) in the identification of linear dynamical systems. Regardless of the estim...
Linear System Identification yields a nominal model parameter, which minimizes a specific criterion based on the single inputoutput data set. Here we investigate the utility of va...