Risk-sensitive filtering for nonlinear Markov jump systems on the basis of particle approximation
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Publication:4908475
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Cites work
- scientific article; zbMATH DE number 821283 (Why is no real title available?)
- Design of \(H_\infty \) filter for Markov jumping linear systems with non-accessible mode information
- Filtering of discrete-time systems hidden in discrete-time random measures
- Fixed-order robust H/sub /spl infin// filter design for Markovian jump systems with uncertain switching probabilities
- Measure Theory and Filtering
- Particle-method-based formulation of risk-sensitive filter
- Resampling algorithms for particle filters: a computational complexity perspective
- Risk-sensitive filtering and smoothing for hidden Markov models
- Risk-sensitive filtering and smoothing via reference probability methods
- Risk-sensitive filtering for jump Markov linear systems
- Risk-sensitive filtering, prediction and smoothing for discrete-time singular systems
- The interacting multiple model algorithm for systems with Markovian switching coefficients
Cited in
(10)- Moving horizon estimation for Markov jump systems
- State estimation for jump Markov nonlinear systems of unknown measurement data covariance
- Improved minimum entropy filtering for continuous nonlinear non-Gaussian systems using a generalized density evolution equation
- An adaptive risk-sensitive filtering method for Markov jump linear systems with uncertain parameters
- Risk-Sensitive Filtering and Smoothing for Continuous-Time Markov Processes
- State estimation for nonlinear discrete-time systems with Markov jumps and nonhomogeneous transition probabilities
- Adaptive risk-sensitive filter for Markovian jump linear systems
- Particle-method-based formulation of risk-sensitive filter
- Risk-sensitive filtering for jump Markov linear systems
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