Online Bayesian Estimation of Transition Probabilities for Markovian Jump Systems
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Publication:5354086
Cited in
(14)- Recursive estimation for Markov jump linear systems with unknown transition probabilities: a compensation approach
- Bayesian estimation for jump Markov linear systems with non-homogeneous transition probabilities
- Multiple model estimation: A convex model formulation
- An adaptive risk-sensitive filtering method for Markov jump linear systems with uncertain parameters
- Robust control for nonlinear Markov jump systems with partially unknown transition probabilities
- An online sequential algorithm for the estimation of transition probabilities for jump Markov linear systems
- Linear state estimation for Markov jump linear system with multi-channel observation delays and packet dropouts
- 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_ sliding mode control of Markov jump systems
- Analysis of single Gaussian approximation of Gaussian mixtures in Bayesian filtering applied to mixed multiple-model estimation
- Parameter estimation for jump Markov linear systems
- State smoothing in Markov jump systems with lagged mode observation
- Risk-sensitive filtering for jump Markov linear systems
- Mode separability-based state estimation for uncertain constrained dynamic systems
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