Thordur Runolfsson

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A central issue in real time applications of particle filtering is high computational cost. This problem is particularly compounded when particle filters are used in hybrid system estimation and especially in algorithms based on the interacting multiple model (IMM) algorithm. In this paper a new method for nonlinear/non-Gaussian Markovian switching system(More)
— In this paper, we study the data driven identification of large scale dynamic systems that exhibit complex behavior that manifests itself as multi-modal dynamic behavior. As the first result, we present the identification approach of autonomous stochastic dynamic systems. The resulting model is hybrid in nature. We detect the multi-modal dynamics as well(More)