Multi-Scale Switching Linear Dynamical Systems (2003)
by
Onno Zoeter
,
Tom Heskes
BibTeX
@MISC{Zoeter03multi-scaleswitching,
author = {Onno Zoeter and Tom Heskes},
title = {Multi-Scale Switching Linear Dynamical Systems},
year = {2003}
}
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Abstract
Switching linear dynamic systems can monitor systems that operate in different regimes. In this article we introduce a class of multiscale switching linear dynamical systems that are particularly suited if such regimes form a hierarchy. The setup consists of a specific switching linear dynamical system for every level of coarseness. Jeffrey's rule of conditioning is used to coordinate the models at the different levels.
