Identification of switched finite impulse response (FIR) systems in the presence of random missing outputs is investigated in this paper and the practical problems of unknown number of local models and unknown switching mechanism are handled. From a Bayesian perspective, the probabilistic model for describing the identification problem is constructed and the algorithm to estimate all of the unknown parameters is derived by using the variational Bayesian (VB) approach. In addition, the number of local models can be selected based on the probability of each local component, and the predicted output can be obtained as the output of the local model that takes effect. A simulated example and the mass-spring-damper system are explored to illustrate the efficacy of the developed algorithm.

研究了存在随机缺失输出时切换有限脉冲响应（FIR）系统的识别问题，并解决了未知数量的局部模型和未知切换机制的实际问题。从贝叶斯的角度，构建了用于描述识别问题的概率模型，并使用变分贝叶斯（VB）方法推导了估计所有未知参数的算法。另外，可以基于每个局部分量的概率来选择局部模型的数量，并且可以获得预测输出作为生效的局部模型的输出。探索了一个仿真示例和质量弹簧阻尼器系统，以说明所开发算法的有效性。