Date: 18 Jun 2003

Jointly Performed Computational Tasks in the Multi-mode System Identification

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In this paper, we propose a new closed-loop multi-mode system identification setup that allows the jointly performed change point detection, fault diagnosis, supervised training of a bank of signature generators, unsupervised identification of the optimal filter, and monitored system accommodation on the basis of incomplete noisy data. We validate the setup by simulating numerical examples.