State and Mode Estimation for Discrete-Time Jump Markov Systems
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Publication:5700564
DOI10.1137/S0363012904442628zbMath1130.93423MaRDI QIDQ5700564
No author found.
Publication date: 28 October 2005
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
smoothing; filtering; Viterbi algorithm; reference probability; hybrid dynamics; jump Markov systems
93E11: Filtering in stochastic control theory
60G35: Signal detection and filtering (aspects of stochastic processes)
93E14: Data smoothing in stochastic control theory
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