Bayesian estimation for jump Markov linear systems with non-homogeneous transition probabilities
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Publication:398273
DOI10.1016/j.jfranklin.2013.07.006zbMath1293.93730OpenAlexW2078178788MaRDI QIDQ398273
Publication date: 15 August 2014
Published in: Journal of the Franklin Institute (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jfranklin.2013.07.006
state estimationtransition probabilitydiscrete-time non-homogeneous jump Markov linear systems (JMLSs)interacting multiple-model(IMM) filter
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Related Items (3)
H∞state-feedback controller design for continuous-time nonhomogeneous Markov jump systems ⋮ State estimation for nonlinear discrete-time systems with Markov jumps and nonhomogeneous transition probabilities ⋮ Adaptive event based fault detection
Cites Work
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- A novel interacting multiple model algorithm
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- Robust state estimation for uncertain discrete-time stochastic systems with missing measurements
- Stochastic stability analysis for discrete-time singular Markov jump systems with time-varying delay and piecewise-constant transition probabilities
- Risk-sensitive filtering for jump Markov linear systems
- The interacting multiple model algorithm for systems with Markovian switching coefficients
- Asymptotic behavior of Markov systems
- A framework for state-space estimation with uncertain models
- Kalman Filtering With Intermittent Observations: Tail Distribution and Critical Value
- Online Bayesian Estimation of Transition Probabilities for Markovian Jump Systems
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