A new smoothing algorithm for jump Markov linear systems

DOI10.1016/j.automatica.2022.110218zbMath1485.93557arXiv2004.08561OpenAlexW3016553543MaRDI QIDQ2125500

Christopher Renton, Brett Ninness, Mark P. Balenzuela, Adrian G. Wills

Publication date: 14 April 2022

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2004.08561

zbMATH Keywords

smoothingBayesian estimationinteracting multiple models (IMM)jump Markov linear systems (JMLS)switched linear dynamical systems (SLDS)

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Stochastic systems in control theory (general) (93E03) Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) (93C30)

Related Items

Adaptive risk-sensitive filter for Markovian jump linear systems

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