Stochastic sampling algorithms for state estimation of jump Markov linear systems
Jump Markov linear systems are linear systems whose parameters evolve with time according to a finite-state Markov chain. Given a set of observations, our aim is to estimate the states of the finite-state Markov chain and the continuous (in space) states of the linear system. The computational cost...
| Autors principals: | , , |
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| Format: | Journal article |
| Idioma: | English |
| Publicat: |
IEEE
2000
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