An interacting multiple model algorithm with a switching Markov chain

DOI10.1016/S0895-7177(96)00180-XMaRDI QIDQ1362211zbMATH OpenOpenAlexFDO

Authors O. Diekmann

Publication date 3 August 1997

Published in Mathematical and Computer Modelling (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0895-7177(96)00180-x

zbMATH Keywords

model selectionfault-tolerant algorithminteracting multiple model algorithmswitching of a Markov chaintarget tracking systems

Mathematics Subject Classification ID

Stochastic learning and adaptive control (93E35)

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Cites work

• An optimizing design strategy for multiple model adaptive estimation and control
• Investigation of moving-bank multiple model adaptive algorithms
• Multiple-model estimation with variable structure
• Multiresolutional distributed filtering
• The interacting multiple model algorithm for systems with Markovian switching coefficients

Cited in

(5)

• A multiple model multiple hypothesis filter for Markovian switching systems
• The interacting multiple model algorithm for systems with Markovian switching coefficients
• A novel interacting multiple model algorithm
• Comments on ‘A multi-model adaptive predictor for stochastic processes with Markov switching parameters’
• Analysis on the performance and properties of interacting multiple models algorithm

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