MAP state sequence estimation for jump Markov linear systems via the expectation-maximization algorithm

Proceedings of the IEEE Conference on Decision and Control

Volumn 2, Issue , 1997, Pages 1700-1705

  Logothetis, Andrew ^a   Krishnamurthy, Vikram ^a  

^a UNIVERSITY OF MELBOURNE   (Australia)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; MARKOV PROCESSES; MATHEMATICAL MODELS; STATE ESTIMATION;

EXPECTATION MAXIMIZATION ALGORITHM; HIDDEN MARKOV MODEL ESTIMATOR; KALMAN SMOOTHER; MAXIMUM A POSTERIORI STATE SEQUENCE ESTIMATES (MAPSE);

LINEAR CONTROL SYSTEMS;

EID: 0031346991     PISSN: 01912216     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (11)