State estimation for systems with sojourn-time-dependent Markov model switching

DOI10.1109/9.67304MaRDI QIDQ3984597zbMATH OpenOpenAlexFDO

Authors Leon J. Campo, P. Mookerjee, Yaakov Bar-Shalom

Publication date 27 June 1992

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/9.67304

zbMATH Keywords

imperfect informationsemi-Markov processesrecursive state estimationchanging structure models

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40) Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20)

Recommendations

• On applicability of the interacting multiple-model approach to state estimation for systems with sojourn-time-dependent Markov model switching
• State and Mode Estimation for Discrete-Time Jump Markov Systems
• State estimation for nonlinear discrete-time systems with Markov jumps and nonhomogeneous transition probabilities
• A maximum-likelihood Kalman filter for switching discrete-time linear systems
• Minimum-distance receding-horizon state estimation for switching discrete-time linear systems

Cited in

(8)

• Sliding mode control for semi-Markovian jump systems via output feedback
• Non-fragile reliable control of nonlinear positive semi-Markovian jump systems with nonlinear actuator faults
• State and Mode Estimation for Discrete-Time Jump Markov Systems
• Parameter estimation of a target-directed dynamic system model with switching states.
• Non-fragile finite-time \(l_2 - l_\infty\) state estimation for discrete-time neural networks with semi-Markovian switching and random sensor delays based on Abel lemma approach
• Kalman filter with hypothesis testing: A tool for estimating uncertain parameters
• State and event estimation for regime-switching systems under irregular and random sampling schemes
• Mode-dependent nonrational output feedback control for continuous-time semi-Markovian jump systems with time-varying delay

This page was built for publication: State estimation for systems with sojourn-time-dependent Markov model switching

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3984597)