Moving horizon estimation for Markov jump systems
From MaRDI portal
Publication:2282017
Recommendations
- Constrained state estimation for stochastic jump systems: moving horizon approach
- A filter algorithm for nonlinear Markov jump systems with uncertain models
- Moving-horizon state estimation for nonlinear discrete-time systems: new stability results and approximation schemes
- Moving horizon estimation for switching nonlinear systems
- State estimation for nonlinear discrete-time systems with Markov jumps and nonhomogeneous transition probabilities
Cites work
- A Cholesky Factorization Based Approach for Blind FIR Channel Identification
- Asynchronous \(l_2-l_{\infty}\) filtering for discrete-time stochastic Markov jump systems with randomly occurred sensor nonlinearities
- Constrained state estimation for nonlinear discrete-time systems: stability and moving horizon approximations
- Control of Markovian jump discrete-time systems with norm bounded uncertainty and unknown delay
- Maximum likelihood state estimation for Markov jump systems with uncertain mode-dependent delays
- Moving horizon estimation for hybrid systems
- Moving horizon estimation for switching nonlinear systems
- Moving-horizon state estimation for nonlinear discrete-time systems: new stability results and approximation schemes
- Risk-sensitive filtering for nonlinear Markov jump systems on the basis of particle approximation
- State Estimation and Sliding-Mode Control of Markovian Jump Singular Systems
- State estimation and sliding mode control for semi-Markovian jump systems with mismatched uncertainties
- The interacting multiple model algorithm for systems with Markovian switching coefficients
- Unbiased \(H_\infty \) filtering for neutral Markov jump systems
- \({\mathcal H}_\infty\) filtering for nonuniformly sampled systems: a Markovian jump systems approach
Cited in
(20)- A hidden Markov model with dependence jumps for predictive modeling of multidimensional time-series
- State estimation for asynchronous sensor systems with Markov jumps and multiplicative noises
- Event-triggered \(H_\infty\) filtering of Markov jump systems with general transition probabilities
- Dissipativity-based asynchronous filtering for periodic Markov jump systems
- Moving horizon estimation: open problems, theoretical progress, and new application perspectives
- Moving horizon estimation for multirate systems with time-varying time-delays
- A filter algorithm for nonlinear Markov jump systems with uncertain models
- Optimal state estimation for discrete-time Markov jump systems with missing observations
- Moving horizon estimation for switching nonlinear systems
- Nonquadratic local stabilization of nonhomogeneous Markovian jump fuzzy systems with incomplete transition descriptions
- Filtering of two-dimensional periodic Roesser systems subject to dissipativity
- Metamorphic moving horizon estimation
- Distributed fusion estimation with square-root array implementation for Markovian jump linear systems with random parameter matrices and cross-correlated noises
- A moving horizon approach to a noncontinuum state estimation
- A novel truncated approximation based algorithm for state estimation of discrete-time Markov jump linear systems
- Consensus-based distributed moving horizon estimation with constraints
- Constrained state estimation for stochastic jump systems: moving horizon approach
- State estimation for jump Markov nonlinear systems of unknown measurement data covariance
- State estimation for nonlinear discrete-time systems with Markov jumps and nonhomogeneous transition probabilities
- A combined MAP and Bayesian scheme for finite data and/or moving horizon estimation
This page was built for publication: Moving horizon estimation for Markov jump systems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2282017)
