Adaptive estimation and identification for discrete systems with Markov jump parameters
From MaRDI portal
Publication:3958362
DOI10.1109/TAC.1982.1103061zbMath0494.93045OpenAlexW2121712307MaRDI QIDQ3958362
Publication date: 1982
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/tac.1982.1103061
computational methodsadaptive estimationslinear system with jump parameterssuboptimal adaptive state estimation
Adaptive control/observation systems (93C40) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Identification in stochastic control theory (93E12)
Related Items
Recursive estimation for Markov jump linear systems with unknown transition probabilities: a compensation approach ⋮ Design of stabilizing strategies for discrete-time dual switching linear systems ⋮ Filters for estimating Markov modulated Poisson processes and image-based tracking ⋮ Detecting changes in signals and systems - a survey ⋮ An image-based filter for discrete-time Markovian jump linear systems ⋮ An online sequential algorithm for the estimation of transition probabilities for jump Markov linear systems ⋮ Data-driven switching modeling for MPC using regression trees and random forests ⋮ State estimation for discrete-time Markov jump linear systems with time-correlated and mode-dependent measurement noise ⋮ Duality of the notions of controllability and observability for degenerate linear hybrid systems ⋮ A switched IMM-extended Viterbi estimator-based algorithm for maneuvering target tracking ⋮ Adaptive prediction for ARMA processes with Markov switching parameters ⋮ A tracker-aware detector threshold optimization formulation for tracking maneuvering targets in clutter ⋮ On the performance of Kalman filter for Markov jump linear systems with mode mismatch ⋮ State estimation for nonlinear discrete-time systems with Markov jumps and nonhomogeneous transition probabilities ⋮ Optimal state estimation for discrete-time Markov jump systems with missing observations ⋮ An adaptive risk-sensitive filtering method for Markov jump linear systems with uncertain parameters ⋮ ON MARKOV-SWITCHING ARMA PROCESSES—STATIONARITY, EXISTENCE OF MOMENTS, AND GEOMETRIC ERGODICITY ⋮ State estimation for discrete-time Markov jump linear systems with time-correlated measurement noise ⋮ Generalized pseudo-Bayes estimation and detection for abruptly changing systems ⋮ Risk-sensitive filtering for jump Markov linear systems ⋮ State estimation for jump Markov nonlinear systems of unknown measurement data covariance ⋮ On mode reconstructability and reconstructability sets of piecewise linear systems ⋮ Exact filtering in conditionally Markov switching hidden linear models ⋮ Asymptotic properties of the maximum likelihood estimator in autoregressive models with Markov regime ⋮ A novel truncated approximation based algorithm for state estimation of discrete-time Markov jump linear systems ⋮ Analysis of single Gaussian approximation of Gaussian mixtures in Bayesian filtering applied to mixed multiple-model estimation ⋮ Minimax control of Markov jump linear systems ⋮ Exact Smoothing in Hidden Conditionally Markov Switching Linear Models ⋮ Linear state estimation for Markov jump linear system with multi-channel observation delays and packet dropouts ⋮ Identification of time-varying systems with abrupt parameter changes ⋮ Robust linear filtering for discrete-time hybrid Markov linear systems
