Learning hidden Markov models for linear Gaussian systems with applications to event-based state estimation

DOI10.1016/j.automatica.2021.109560zbMath1461.93327arXiv2007.04587OpenAlexW3134290562MaRDI QIDQ2021307

Dawei Shi, Kaikai Zheng, Ling Shi

Publication date: 26 April 2021

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2007.04587

zbMATH Keywords

hidden Markov modelsparameter learningevent-based state estimationlinear Gaussian system

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Linear systems in control theory (93C05) Discrete event control/observation systems (93C65) Networked control (93B70)

Related Items (1)

Predictive control of linear discrete-time Markovian jump systems by learning recurrent patterns

Uses Software

• CODA

Cites Work

• An event-triggered approach to state estimation with multiple point- and set-valued measurements
• Event-based state estimation of discrete-state hidden Markov models
• Factorial hidden Markov models
• False data injection attacks with complete stealthiness in cyber-physical systems: a self-generated approach
• Energy-based event-triggered state estimation for hidden Markov models
• On Finite-State Stochastic Modeling and Secure Estimation of Cyber-Physical Systems
• Stochastic Event-Triggered Sensor Schedule for Remote State Estimation
• Subspace model identification Part 3. Analysis of the ordinary output-error state-space model identification algorithm
• Subspace model identification Part 1. The output-error state-space model identification class of algorithms
• Subspace model identification Part 2. Analysis of the elementary output-error state-space model identification algorithm
• How to Get a Perfectly Random Sample from a Generic Markov Chain and Generate a Random Spanning Tree of a Directed Graph
• Recursive algorithms for estimation of hidden Markov models and autoregressive models with Markov regime
• Deformable Registration of Biomedical Images Using 2D Hidden Markov Models
• Minimal Realization Problems for Hidden Markov Models
• Game Theoretic Model of Strategic Honeypot Selection in Computer Networks
• Event-Triggered Risk-Sensitive State Estimation for Hidden Markov Models
• Kalman Filtering With Intermittent Observations
• Event Based State Estimation With Time Synchronous Updates
• Event-Based Sensor Data Scheduling: Trade-Off Between Communication Rate and Estimation Quality
• Event-Based State Estimation of Hidden Markov Models Through a Gilbert–Elliott Channel
• Statistical Inference for Probabilistic Functions of Finite State Markov Chains

This page was built for publication: Learning hidden Markov models for linear Gaussian systems with applications to event-based state estimation