A maximum-likelihood Kalman filter for switching discrete-time linear systems
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Cites work
- scientific article; zbMATH DE number 2136426 (Why is no real title available?)
- A Direct Algebraic Approach to Observer Design Under Switching Measurement Equations
- Active mode observability of switching linear systems
- Detectability and Stabilizability of Time-Varying Discrete-Time Linear Systems
- Hybrid Systems: Computation and Control
- Luenberger observers for switching discrete-time linear systems
- Moving horizon estimation for hybrid systems
- Novel extended Viterbi-based multiple-model algorithms for state estimation of discrete-time systems with Markov jump parameters
- Receding-horizon estimation for switching discrete-time linear systems
- Simultaneous state and input estimation of hybrid systems with unknown inputs
- Stability of discrete-time linear systems with Markovian jumping parameters
- State and Mode Estimation for Discrete-Time Jump Markov Systems
- Stationary filter for linear minimum mean square error estimator of discrete-time Markovian jump systems
- The interacting multiple model algorithm for systems with Markovian switching coefficients
Cited in
(20)- Packet loss detection in networked control systems
- Bayesian estimation for jump Markov linear systems with non-homogeneous transition probabilities
- Minimum variance constrained estimator
- Robust Kalman filtering for nonlinear multivariable stochastic systems in the presence of non-Gaussian noise
- A structured filter for Markovian switching systems
- Bayesian approach for multi-mode Kalman filter for abnormal equation
- A variational Bayes moving horizon estimation adaptive filter with guaranteed stability
- Stability and performance of switching Kalman filters
- Luenberger observers for switching discrete-time linear systems
- Multi-vehicle tracking with microscopic traffic flow model-based particle filtering
- Robust distributed Kalman filter for wireless sensor networks with uncertain communication channels
- On stabilization of switching linear systems
- Minimum-distance receding-horizon state estimation for switching discrete-time linear systems
- State estimation for discrete-time Markov jump linear systems with time-correlated measurement noise
- Sliding mode control of switched stochastic hybrid systems
- Mode separability-based state estimation for uncertain constrained dynamic systems
- Simultaneous mode, input and state estimation for switched linear stochastic systems
- State estimation of stochastic systems with switching measurements: a polynomial approach
- A maximum likelihood estimator for switching linear systems with unknown inputs
- Minimum-energy switching geometric filter on Lie groups for differential-drive wheeled mobile robots
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