Fixed-interval smoothing for Markovian switching systems
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Publication:4880307
DOI10.1109/18.476310zbMATH Open0852.94030OpenAlexW1997253917MaRDI QIDQ4880307FDOQ4880307
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
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algorithmMarkovian switching systemsfixed-interval smoothingbackward-time filteringsuboptimal techniques
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- Backward-pass multiple model adaptive filtering for a fixed-interval smoother
- State estimation of stochastic systems with switching measurements: a polynomial approach
- Novel interacting multiple model filter for uncertain target tracking systems based on weighted Kullback-Leibler divergence
- Smoothing algorithms for state-space models
- A new smoothing algorithm for jump Markov linear systems
- Tracking of multiple maneuvering targets in clutter using IMM/JPDA filtering and fixed-lag smoothing
- Parameter estimation for jump Markov linear systems
- State smoothing in Markov jump systems with lagged mode observation
- Derivation of fixed-interval smoothing algorithm using covariance information in distributed parameter systems
- Fixed-interval smoothing problem from uncertain observations with correlated signal and noise
- The interacting multiple model algorithm for systems with Markovian switching coefficients
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