An image-based filter for discrete-time Markovian jump linear systems

DOI10.1016/0005-1098(96)85554-3zbMath0843.93077OpenAlexW2053464155MaRDI QIDQ1911257

P. Bertrand, François Dufour

Publication date: 5 June 1996

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(96)85554-3

zbMATH Keywords

optimaljump processdiscrete-time filteringimage-based tracking systems

Mathematics Subject Classification ID

Related Items (7)

Robust Kalman filtering for discrete-time Markovian jump systems with parameter uncertainty ⋮ Filters for estimating Markov modulated Poisson processes and image-based tracking ⋮ Filtering \(\mathcal{S}\)-coupled algebraic Riccati equations for discrete-time Markov jump systems ⋮ On the filtering problem for continuous-time Markov jump linear systems with no observation of the Markov chain ⋮ The filtering problem for continuous-time linear systems with Markovian switching coefficients ⋮ Stochastic stability of linear systems with semi-Markovian jump parameters ⋮ Quadratic control with partial information for discrete-time jump systems with the Markov chain in a general Borel space

Cites Work

• Point processes and queues. Martingale dynamics
• Optimal control of jump-linear gaussian systems†
• The interacting multiple model algorithm for systems with Markovian switching coefficients
• Adaptive estimation and identification for discrete systems with Markov jump parameters
• Discrete-time point process filter for mode estimation
• Recursive estimation from discrete-time point processes
• Stochastic processes in estimation theory
• Unified Definitions of Efficiencies and System Noise Temperature for Receiving Antenna Arrays
• The filtering problem for continuous-time linear systems with Markovian switching coefficients
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