Iterative algorithms for optimal state estimation of jump Markov linear systems

ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings

Volumn 5, Issue , 1999, Pages 2487-2490

  Doucet, Arnaud ^a   Andrieu, Christophe ^a  

^a UNIVERSITY OF CAMBRIDGE   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; COMPUTATIONAL COMPLEXITY; COMPUTER SIMULATION; CONVERGENCE OF NUMERICAL METHODS; FINITE AUTOMATA; ITERATIVE METHODS; LINEAR SYSTEMS; MARKOV PROCESSES; STATE ESTIMATION;

JUMP MARKOV LINEAR SYSTEMS (JMLS); MARGINAL MAXIMUM A POSTERIORI (MMAP) SEQUENCE ESTIMATE;

SIGNAL PROCESSING;

EID: 0032657807     PISSN: 07367791     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/icassp.1999.760635     Document Type: Article

References (12)