One-step fixed-lag smoothers for Markovian switching systems

DOI10.1109/9.508915zbMATH Open0857.93093OpenAlexW2123842621MaRDI QIDQ4896772FDOQ4896772

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

Publication date: 22 October 1996

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

Full work available at URL: https://doi.org/10.1109/9.508915

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zbMATH Keywords

Markov chaindiscrete-timelinearMarkovian switching systemsGaussian systemssmoothing algorithmsmultiple model

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Signal detection and filtering (aspects of stochastic processes) (60G35) Discrete-time control/observation systems (93C55) Data smoothing in stochastic control theory (93E14)

Cited In (6)

• Direct, prediction- and smoothing-based Kalman and particle filter algorithms
• Smoothing for linear systems erxcited by point processes with state–dependent rates
• A new smoothing algorithm for jump Markov linear systems
• Tracking of multiple maneuvering targets in clutter using IMM/JPDA filtering and fixed-lag smoothing
• Robust fixed-lag smoothing under model perturbations
• State smoothing in Markov jump systems with lagged mode observation

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