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

DOI10.1016/S0005-1098(98)00006-5zbMATH Open0931.93067OpenAlexW2039530960WikidataQ127351718 ScholiaQ127351718MaRDI QIDQ1295072FDOQ1295072

Vikram Krishnamurthy, Jamie S. Evans

Publication date: 20 February 2000

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0005-1098(98)00006-5

zbMATH Keywords

Markov chaintarget trackingnonlinear filtersjump linear systemsfinite-dimensional filtersrobust discretizations

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10)

Cited In (3)

• Optimization of digital filtration algorithms for mixed Markov processes under guidance of a maneuvering object
• Risk-sensitive filtering for jump Markov linear systems
• Data-driven modeling of the temporal evolution of breakers' states in the French electrical transmission grid

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