Event-based state estimation of discrete-state hidden Markov models
DOI10.1016/J.AUTOMATICA.2015.11.023zbMATH Open1328.93256OpenAlexW2184852601MaRDI QIDQ905770FDOQ905770
Authors: Dawei Shi, Robert J. Elliott, Tongwen Chen 
Publication date: 28 January 2016
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.automatica.2015.11.023
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Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Communication networks in operations research (90B18) Discrete event control/observation systems (93C65) Estimation and detection in stochastic control theory (93E10)
Cites Work
- Event-triggered feedback in control, estimation, and optimization
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- Kalman Filtering With Intermittent Observations
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- Adaptive sampling for linear state estimation
- On Set-Valued Kalman Filtering and Its Application to Event-Based State Estimation
- An event-triggered approach to state estimation with multiple point- and set-valued measurements
- Event-triggered maximum likelihood state estimation
- Event Based State Estimation With Time Synchronous Updates
- Event-Based Sensor Data Scheduling: Trade-Off Between Communication Rate and Estimation Quality
- The Application of Hidden Markov Models in Speech Recognition
- Kalman Filtering Over a Packet-Dropping Network: A Probabilistic Perspective
Cited In (16)
- Stabilization of hidden semi-Markov jump systems: emission probability approach
- Observer-based fuzzy adaptive event-triggered control for strictly uncertain nonlinear systems with partial state constraints and output dead-zones
- Energy-based event-triggered state estimation for hidden Markov models
- Event-based state estimation of linear dynamic systems with unknown exogenous inputs
- Stabilization of non-homogeneous hidden semi-Markov jump systems with limited sojourn-time information
- Learning hidden Markov models for linear Gaussian systems with applications to event-based state estimation
- State Estimation with Event Sensors: Observability Analysis and Multi-sensor Fusion
- Finite-horizon Gaussianity-preserving event-based sensor scheduling in Kalman filter applications
- Event-triggered smoothing for hidden Markov models: risk-sensitive and MMSE results
- Event-triggered risk-sensitive smoothing for linear Gaussian systems
- Hidden Markov model state estimation with randomly delayed observations
- Optimal communication scheduling and remote estimation over an additive noise channel
- Distributed fusion in wireless sensor networks based on a novel event-triggered strategy
- Probabilistic state estimation for labeled continuous time Markov models with applications to attack detection
- Zonotopic interval estimation for nonlinear systems with event-triggered protocols
- Change-point detection for piecewise deterministic Markov processes
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