A maximum-likelihood Kalman filter for switching discrete-time linear systems
DOI10.1016/J.AUTOMATICA.2010.07.001zbMATH Open1218.93099OpenAlexW2158175133MaRDI QIDQ620602FDOQ620602
M. Baglietto, G. Battistelli, A. Alessandri
Publication date: 19 January 2011
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.automatica.2010.07.001
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Cites Work
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Cited In (15)
- Multi-vehicle tracking with microscopic traffic flow model-based particle filtering
- Luenberger observers for switching discrete-time linear systems
- Bayesian estimation for jump Markov linear systems with non-homogeneous transition probabilities
- On stabilization of switching linear systems
- A variational Bayes moving horizon estimation adaptive filter with guaranteed stability
- Robust Kalman filtering for nonlinear multivariable stochastic systems in the presence of non-Gaussian noise
- Sliding Mode Control of Switched Stochastic Hybrid Systems
- State estimation for discrete-time Markov jump linear systems with time-correlated measurement noise
- Minimum variance constrained estimator
- Minimum-energy switching geometric filter on Lie groups for differential-drive wheeled mobile robots
- Mode separability-based state estimation for uncertain constrained dynamic systems
- Robust distributed Kalman filter for wireless sensor networks with uncertain communication channels
- A maximum likelihood estimator for switching linear systems with unknown inputs
- Packet loss detection in networked control systems
- Stability and performance of switching Kalman filters
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