Stochastic sampling algorithms for state estimation of jump Markov linear systems

DOI10.1109/9.839943zbMath0980.93076OpenAlexW2115981198MaRDI QIDQ4507045

Andrew Logothetis, Arnaud Doucet, Vikram Krishnamurthy

Publication date: 17 October 2000

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/2d90f5f7c1461206df5e30d3ca049a831d25e896

zbMATH Keywords

state estimationdata augmentation schemejump Markov linear systemsstochastic annealingstochastic sampling methods

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10)

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