Abstract:Based on the probabilistic method, the multi-model modeling method of non-uniformly sampled systems based on the Gaussian mixture model clustering and recursive least square algorithm is proposed,. Firstly, the Gaussian mixture model is used as the scheduling function, and the Expectation-Maximization(EM) algorithm is used to iteratively update and estimate the parameters of the Gaussian mixture model, so that the activation of each subsystem can be determined by calculating and comparing the Gaussian probability density function of each subsystem. Secondly, the recursive least square algorithm is used to estimate the parameters of the local subsystem. Thirdly, the martingale convergence theorem is used to analyze the performance of the proposed algorithm. Finally, the effectiveness of the proposed method is proved by the multi-model modeling for the non-uniformly sampled system.