An interacting multiple model algorithm with a switching Markov chain

DOI10.1016/S0895-7177(96)00180-XzbMATH Open0876.93099OpenAlexW2083295113MaRDI QIDQ1362211FDOQ1362211

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

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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)

Cites Work

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

Cited In (5)

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

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