Fixed-interval smoothing for Markovian switching systems

DOI10.1109/18.476310MaRDI QIDQ4880307zbMATH OpenOpenAlexFDO

Authors Ronald E. Helmick, William D. Blair, Scott A. Hoffman

Publication date 4 June 1996

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/18.476310

zbMATH Keywords

algorithmbackward-time filteringfixed-interval smoothingMarkovian switching systemssuboptimal techniques

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Analytic circuit theory (94C05)

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Cited in

(13)

• An interacting multiple model algorithm with a switching Markov chain
• Fixed-interval smoothing problem from uncertain observations with correlated signal and noise
• Parameter estimation for jump Markov linear systems
• A new smoothing algorithm for jump Markov linear systems
• Novel interacting multiple model filter for uncertain target tracking systems based on weighted Kullback-Leibler divergence
• Derivation of fixed-interval smoothing algorithm using covariance information in distributed parameter systems
• State estimation of stochastic systems with switching measurements: a polynomial approach
• State smoothing in Markov jump systems with lagged mode observation
• The interacting multiple model algorithm for systems with Markovian switching coefficients
• Backward-pass multiple model adaptive filtering for a fixed-interval smoother
• One-step fixed-lag smoothers for Markovian switching systems
• Tracking of multiple maneuvering targets in clutter using IMM/JPDA filtering and fixed-lag smoothing
• Smoothing algorithms for state-space models

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