Pages that link to "Item:Q3958362"
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The following pages link to Adaptive estimation and identification for discrete systems with Markov jump parameters (Q3958362):
Displayed 31 items.
- Recursive estimation for Markov jump linear systems with unknown transition probabilities: a compensation approach (Q285758) (← links)
- Design of stabilizing strategies for discrete-time dual switching linear systems (Q286253) (← links)
- State estimation for nonlinear discrete-time systems with Markov jumps and nonhomogeneous transition probabilities (Q460421) (← links)
- An adaptive risk-sensitive filtering method for Markov jump linear systems with uncertain parameters (Q473461) (← links)
- State estimation for discrete-time Markov jump linear systems with time-correlated measurement noise (Q503184) (← links)
- Exact filtering in conditionally Markov switching hidden linear models (Q544916) (← links)
- A novel truncated approximation based algorithm for state estimation of discrete-time Markov jump linear systems (Q551584) (← links)
- A switched IMM-extended Viterbi estimator-based algorithm for maneuvering target tracking (Q629049) (← links)
- A tracker-aware detector threshold optimization formulation for tracking maneuvering targets in clutter (Q634039) (← links)
- Generalized pseudo-Bayes estimation and detection for abruptly changing systems (Q685194) (← links)
- An online sequential algorithm for the estimation of transition probabilities for jump Markov linear systems (Q880350) (← links)
- Duality of the notions of controllability and observability for degenerate linear hybrid systems (Q885750) (← links)
- Detecting changes in signals and systems - a survey (Q1108252) (← links)
- Identification of time-varying systems with abrupt parameter changes (Q1322810) (← links)
- Filters for estimating Markov modulated Poisson processes and image-based tracking (Q1360456) (← links)
- State estimation for discrete-time Markov jump linear systems with time-correlated and mode-dependent measurement noise (Q1679825) (← links)
- Optimal state estimation for discrete-time Markov jump systems with missing observations (Q1724402) (← links)
- Asymptotic properties of the maximum likelihood estimator in autoregressive models with Markov regime (Q1766135) (← links)
- An image-based filter for discrete-time Markovian jump linear systems (Q1911257) (← links)
- State estimation for jump Markov nonlinear systems of unknown measurement data covariance (Q1996609) (← links)
- Data-driven switching modeling for MPC using regression trees and random forests (Q2178240) (← links)
- Risk-sensitive filtering for jump Markov linear systems (Q2476208) (← links)
- On the performance of Kalman filter for Markov jump linear systems with mode mismatch (Q2697725) (← links)
- Minimax control of Markov jump linear systems (Q2829486) (← links)
- Exact Smoothing in Hidden Conditionally Markov Switching Linear Models (Q3098920) (← links)
- Robust linear filtering for discrete-time hybrid Markov linear systems (Q3151604) (← links)
- ON MARKOV-SWITCHING ARMA PROCESSES—STATIONARITY, EXISTENCE OF MOMENTS, AND GEOMETRIC ERGODICITY (Q3551016) (← links)
- Adaptive prediction for ARMA processes with Markov switching parameters (Q3777926) (← links)
- Linear state estimation for Markov jump linear system with multi-channel observation delays and packet dropouts (Q5025823) (← links)
- On mode reconstructability and reconstructability sets of piecewise linear systems (Q5165281) (← links)
- Analysis of single Gaussian approximation of Gaussian mixtures in Bayesian filtering applied to mixed multiple-model estimation (Q5758319) (← links)