An adaptive risk-sensitive filtering method for Markov jump linear systems with uncertain parameters

DOI10.1016/j.jfranklin.2012.03.010zbMath1300.93170OpenAlexW1989880716MaRDI QIDQ473461

Shunyi Zhao, Fei Liu

Publication date: 24 November 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.2012.03.010

zbMATH Keywords

Markov jump linear systemsuncertain parametersadaptive risk-sensitive filtering methodimprovement of robustness.

Mathematics Subject Classification ID

Related Items (2)

Recursive estimation for Markov jump linear systems with unknown transition probabilities: a compensation approach ⋮ Bayesian estimation for jump Markov linear systems with non-homogeneous transition probabilities

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