Online Bayesian Estimation of Transition Probabilities for Markovian Jump Systems

DOI10.1109/TSP.2004.827145zbMath1369.93377MaRDI QIDQ5354086

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Publication date: 8 September 2017

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Discrete event control/observation systems (93C65)

Related Items (13)

Recursive estimation for Markov jump linear systems with unknown transition probabilities: a compensation approach ⋮ Self-adaptive differential evolution-based multiple model variable rate particle filter for trajectory tracking ⋮ A distributed dynamic event-triggered mechanism to HMM-based observer design for \(H_\infty\) sliding mode control of Markov jump systems ⋮ An online sequential algorithm for the estimation of transition probabilities for jump Markov linear systems ⋮ Bayesian estimation for jump Markov linear systems with non-homogeneous transition probabilities ⋮ An adaptive risk-sensitive filtering method for Markov jump linear systems with uncertain parameters ⋮ Risk-sensitive filtering for jump Markov linear systems ⋮ Analysis of single Gaussian approximation of Gaussian mixtures in Bayesian filtering applied to mixed multiple-model estimation ⋮ State smoothing in Markov jump systems with lagged mode observation ⋮ Multiple model estimation: A convex model formulation ⋮ Mode separability-based state estimation for uncertain constrained dynamic systems ⋮ Parameter estimation for jump Markov linear systems ⋮ Linear state estimation for Markov jump linear system with multi-channel observation delays and packet dropouts

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