Online Bayesian Estimation of Transition Probabilities for Markovian Jump Systems
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Publication:5354086
DOI10.1109/TSP.2004.827145zbMATH Open1369.93377MaRDI QIDQ5354086FDOQ5354086
Authors:
Publication date: 8 September 2017
Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)
Discrete event control/observation systems (93C65) Estimation and detection in stochastic control theory (93E10)
Cited In (14)
- Recursive estimation for Markov jump linear systems with unknown transition probabilities: a compensation approach
- Multiple model estimation: A convex model formulation
- Robust control for nonlinear Markov jump systems with partially unknown transition probabilities
- 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
- 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
- Analysis of single Gaussian approximation of Gaussian mixtures in Bayesian filtering applied to mixed multiple-model estimation
- A distributed dynamic event-triggered mechanism to HMM-based observer design for \(H_\infty\) sliding mode control of Markov jump systems
- 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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