Risk-sensitive filtering for jump Markov linear systems

DOI10.1016/j.automatica.2007.04.018zbMath1138.93422OpenAlexW2071855385MaRDI QIDQ2476208

Umut Orguner, Mübeccel Demirekler

Publication date: 18 March 2008

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2007.04.018

zbMATH Keywords

IMMrisk-sensitive estimationjump Markov linear systemmultiple-model estimation

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Control/observation systems with incomplete information (93C41) Linear systems in control theory (93C05)

Related Items (14)

Recursive estimation for Markov jump linear systems with unknown transition probabilities: a compensation approach ⋮ Risk sensitive filtering with randomly delayed measurements ⋮ Risk-sensitive fixed-point smoothing estimation for linear discrete-time systems with multiple output delays ⋮ Bayesian estimation for jump Markov linear systems with non-homogeneous transition probabilities ⋮ Adaptive risk-sensitive filter for Markovian jump linear systems ⋮ Tuning-free filtering for stochastic systems with unmodeled measurement dynamics ⋮ Robust event-triggered state estimation: a risk-sensitive approach ⋮ \(H_\infty\) control of Markov jump time-delay systems under asynchronous controller and quantizer ⋮ An adaptive risk-sensitive filtering method for Markov jump linear systems with uncertain parameters ⋮ State estimation for discrete-time Markov jump linear systems with time-correlated measurement noise ⋮ Risk‐sensitive filtering for nonlinear Markov jump systems on the basis of particle approximation ⋮ A novel truncated approximation based algorithm for state estimation of discrete-time Markov jump linear systems ⋮ Risk-sensitive filtering for discrete-time systems with time-varying delay ⋮ Linear state estimation for Markov jump linear system with multi-channel observation delays and packet dropouts

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