Based on a recent development in the area of error control coding, we introduce the notion of convolutional factor graphs (CFGs) as a new class of probabilistic graphical models. ...
Abstract. The aim of the given paper is the development of an approach for parametric identification of Hammerstein systems with piecewise linear nonlinearities, i.e., when the sat...
We extend the standard mixture of linear regressions model by allowing mixing proportions to be modeled nonparametrically as a function of the predictors. This framework allows fo...
Abstract: The LQ-optimal state feedback of a finite-dimensional linear time-invariant system determines a coprime factorization NM-1 of the transfer function. We show that the same...
We present an algorithm to estimate the parameters of a linear model in the presence of heteroscedastic noise, i.e., each data point having a different covariance matrix. The algor...