Factor Graph-Based Online Bayesian Identification and Component Evaluation for Multivariate Autoregressive Exogenous Input Models
We present a Forney-style factor graph representation for the class of multivariate autoregressive models with exogenous inputs, and we propose an online Bayesian parameter-identification procedure based on message passing within this graph. We derive message-update rules for (1) a custom factor nod...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2025-06-01
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| Series: | Entropy |
| Subjects: | |
| Online Access: | https://www.mdpi.com/1099-4300/27/7/679 |
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