Recursive estimation for Markov jump linear systems with unknown transition probabilities: a compensation approach

DOI10.1016/j.jfranklin.2016.02.001zbMath1336.93157OpenAlexW2284475787MaRDI QIDQ285758

Shunyi Zhao, Fei Liu

Publication date: 19 May 2016

Published in: Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jfranklin.2016.02.001

zbMATH Keywords

Markov jump linear systemsrecursive estimationminimum mean square error estimationunknown transition probabilities

Mathematics Subject Classification ID

Cites Work

• An adaptive risk-sensitive filtering method for Markov jump linear systems with uncertain parameters
• Transition probability bounds for the stochastic stability robustness of continuous- and discrete-time Markovian jump linear systems
• An online sequential algorithm for the estimation of transition probabilities for jump Markov linear systems
• \(\mathcal H_{\infty}\) filtering for 2D Markovian jump systems
• Design of \(H_\infty \) filter for Markov jumping linear systems with non-accessible mode information
• \(H_\infty \) estimation for discrete-time piecewise homogeneous Markov jump linear systems
• Stochastic models, estimation, and control. Vol. 1
• Mode-dependent \(H_\infty\) filtering for discrete-time Markovian jump linear systems with partly unknown transition probabilities
• Generalized \(H_2\) fault detection for two-dimensional Markovian jump systems
• Risk-sensitive filtering for jump Markov linear systems
• The interacting multiple model algorithm for systems with Markovian switching coefficients
• Adaptive estimation and identification for discrete systems with Markov jump parameters
• A framework for state-space estimation with uncertain models
• Robust ?? filtering for uncertain Markovian jump linear systems
• Maximum Likelihood Estimation of Transition Probabilities of Jump Markov Linear Systems
• Fixed-order robust H/sub /spl infin// filter design for Markovian jump systems with uncertain switching probabilities
• Multiple-model estimation with variable structure
• $l_{2}-l_{\infty}$ Model Reduction for Switched LPV Systems With Average Dwell Time
• Necessary and Sufficient Conditions for Analysis and Synthesis of Markov Jump Linear Systems With Incomplete Transition Descriptions
• H_∞Control for Discrete-Time Markov Jump Systems With Uncertain Transition Probabilities
• Nonlinear filtering for state delayed systems with markovian switching
• Online Bayesian Estimation of Transition Probabilities for Markovian Jump Systems

This page was built for publication: Recursive estimation for Markov jump linear systems with unknown transition probabilities: a compensation approach