Bayesian estimation for jump Markov linear systems with non-homogeneous transition probabilities
DOI10.1016/J.JFRANKLIN.2013.07.006zbMATH Open1293.93730OpenAlexW2078178788MaRDI QIDQ398273FDOQ398273
Authors: Shunyi Zhao, Fei Liu 
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
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Cites Work
- Asymptotic behavior of Markov systems
- A framework for state-space estimation with uncertain models
- \(H_\infty \) estimation for discrete-time piecewise homogeneous Markov jump linear systems
- Global exponential estimates for uncertain Markovian jump neural networks with reaction-diffusion terms
- 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
- An adaptive risk-sensitive filtering method for Markov jump linear systems with uncertain parameters
- Online Bayesian Estimation of Transition Probabilities for Markovian Jump Systems
- Robust state estimation for uncertain discrete-time stochastic systems with missing measurements
- Kalman Filtering With Intermittent Observations: Tail Distribution and Critical Value
- A maximum-likelihood Kalman filter for switching discrete-time linear systems
- A novel interacting multiple model algorithm
- A convex optimization approach to filtering in jump linear systems with state dependent transitions
Cited In (9)
- Maximum Likelihood Estimation of Transition Probabilities of Jump Markov Linear Systems
- Adaptive event based fault detection
- Recursive estimation for Markov jump linear systems with unknown transition probabilities: a compensation approach
- Exact Bayesian prediction in a class of Markov-switching models
- Title not available (Why is that?)
- \(H_{\infty}\) 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
- Parameter estimation for jump Markov linear systems
- Parameter estimation of Markov‐switching Hammerstein systems using the variational Bayesian approach
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