Finite-dimensional filters for passive tracking of Markov jump linear systems (Q1295072)

From MaRDI portal





scientific article; zbMATH DE number 1325680
Language Label Description Also known as
default for all languages
No label defined
    English
    Finite-dimensional filters for passive tracking of Markov jump linear systems
    scientific article; zbMATH DE number 1325680

      Statements

      Finite-dimensional filters for passive tracking of Markov jump linear systems (English)
      0 references
      0 references
      0 references
      0 references
      20 February 2000
      0 references
      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.
      0 references
      nonlinear filters
      0 references
      target tracking
      0 references
      jump linear systems
      0 references
      finite-dimensional filters
      0 references
      Markov chain
      0 references
      robust discretizations
      0 references

      Identifiers