Risk-sensitive filtering for nonlinear Markov jump systems on the basis of particle approximation
DOI10.1002/ACS.1284zbMATH Open1417.93320OpenAlexW1493878376MaRDI QIDQ4908475FDOQ4908475
Authors: Shunyi Zhao, Fei Liu, Xiaoli Luan 
Publication date: 6 March 2013
Published in: International Journal of Adaptive Control and Signal Processing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/acs.1284
Recommendations
- An adaptive risk-sensitive filtering method for Markov jump linear systems with uncertain parameters
- Risk-sensitive filtering for jump Markov linear systems
- Particle-method-based formulation of risk-sensitive filter
- Adaptive risk-sensitive filter for Markovian jump linear systems
- A filter algorithm for nonlinear Markov jump systems with uncertain models
particle approximationnonlinear Markov jump systemsrisk-sensitive filterreference probability technique
Filtering in stochastic control theory (93E11) Sensitivity (robustness) (93B35) Control/observation systems with incomplete information (93C41) Stochastic systems in control theory (general) (93E03)
Cites Work
- Title not available (Why is that?)
- Design of \(H_\infty \) filter for Markov jumping linear systems with non-accessible mode information
- Fixed-order robust H/sub /spl infin// filter design for Markovian jump systems with uncertain switching probabilities
- Measure Theory and Filtering
- Risk-sensitive filtering for jump Markov linear systems
- The interacting multiple model algorithm for systems with Markovian switching coefficients
- Risk-sensitive filtering, prediction and smoothing for discrete-time singular systems
- Risk-sensitive filtering and smoothing via reference probability methods
- Risk-sensitive filtering and smoothing for hidden Markov models
- Resampling algorithms for particle filters: a computational complexity perspective
- Filtering of discrete-time systems hidden in discrete-time random measures
- Particle-method-based formulation of risk-sensitive filter
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
- Adaptive risk-sensitive filter for Markovian jump linear systems
- State estimation for nonlinear discrete-time systems with Markov jumps and nonhomogeneous transition probabilities
- Particle-method-based formulation of risk-sensitive filter
- Risk-sensitive filtering for jump Markov linear systems
- A filter algorithm for nonlinear Markov jump systems with uncertain models
This page was built for publication: Risk-sensitive filtering for nonlinear Markov jump systems on the basis of particle approximation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4908475)
