Finite-dimensional filters for passive tracking of Markov jump linear systems (Q1295072): Difference between revisions
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Revision as of 05:58, 22 February 2024
scientific article
| Language | Label | Description | Also known as |
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| English | Finite-dimensional filters for passive tracking of Markov jump linear systems |
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Finite-dimensional filters for passive tracking of Markov jump linear systems (English)
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20 February 2000
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Finite-dimensional filters are derived for estimating Markov jump linear systems given noisy measurements of a Markov chain in both discrete and continuous time. Robust discretizations are described and simulations illustrate the results. Applications are found in passive tracking of maneuvering targets.
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nonlinear filters
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target tracking
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jump linear systems
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finite-dimensional filters
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Markov chain
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robust discretizations
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