Optimal level-crossing prediction for jump linear MIMO dynamical systems

DOI10.1016/J.AUTOMATICA.2013.04.008zbMath1364.93812OpenAlexW2044856339MaRDI QIDQ2628678

Rodney A. Martin

Publication date: 2 June 2017

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2013.04.008

zbMATH Keywords

multivariable systemsKalman filtersprediction methodsprediction problemsalarm systems

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Multivariable systems, multidimensional control systems (93C35) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05)

Uses Software

• CVX

Cites Work

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• Level crossing prediction with neural networks
• Optimal prediction of level crossings in Gaussian processes and sequences
• Model processes in nonlinear prediction with application to detection and alarm
• Optimal prediction of catastrophes with applications to Gaussian processes
• OPTIMAL PREDICTION OF CATASTROPHES IN AUTOREGRESSIVE MOVING-AVERAGE PROCESSES
• Errata for “A State-Space Approach to Optimal Level-Crossing Prediction for Linear Gaussian Processes” [Oct 10 5083-5096]
• A State-Space Approach to Optimal Level-Crossing Prediction for Linear Gaussian Processes

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