Stochastic sampling algorithms for state estimation of jump Markov linear systems

IEEE Transactions on Automatic Control

Volumn 45, Issue 2, 2000, Pages 188-202

  Doucet, Arnaud ^a   Logothetis, Andrew ^b   Krishnamurthy, Vikram ^c  

^a UNIVERSITY OF CAMBRIDGE   (United Kingdom)

^b ROYAL INSTITUTE OF TECHNOLOGY   (Sweden)

^c UNIVERSITY OF MELBOURNE   (Australia)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; CODE DIVISION MULTIPLE ACCESS; COMPUTER SIMULATION; MARKOV PROCESSES; SENSORS; SPREAD SPECTRUM COMMUNICATION; STATE ESTIMATION;

JUMP MARKOV LINEAR SYSTEMS; METROPOLIS-HASTINGS DATA AUGMENTATION (DA) SCHEME; STOCHASTIC ANNEALING (SA) VERSION; STOCHASTIC SAMPLING ALGORITHMS;

LINEAR CONTROL SYSTEMS;

EID: 0033740817     PISSN: 00189286     EISSN: None     Source Type: Journal    
DOI: 10.1109/9.839943     Document Type: Article

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