We present learning and inference algorithms for a versatile class of partially observed vector autoregressive (VAR) models for multivariate time-series data. VAR models can captu...
Abstract— This paper studies linear switched differential algebraic equations (DAEs), i.e., systems defined by a finite family of linear DAE subsystems and a switching signal t...
9 A two-level mixture linear dynamic system model, with frame-level switching parameters in the obser10 vation equation and with segment-level switching parameters in the target-d...
Switched linear systems have a long history of interest in the control community, and have attracted considerable attention recently because they are not only practically relevant...
In this paper active mode observability is addressed for a class of discrete-time linear systems that may switch in an unknown and unpredictable way among different modes taken f...
Marco Baglietto, Giorgio Battistelli, Luca Scardov...