Particle filters for state estimation of jump Markov linear systems

IEEE Transactions on Signal Processing

Volumn 49, Issue 3, 2001, Pages 613-624

  Doucet, Arnaud ^b   Gordon, Neil J ^c   Krishnamurthy, Vikram ^a,d  

^a IEEE   (Australia)

^b UNIVERSITY OF CAMBRIDGE   (United Kingdom)

^c DEFENCE SCIENCE AND TECHNOLOGY LABORATORY   (United Kingdom)

^d UNIVERSITY OF MELBOURNE   (Australia)

Author keywords

Filtering theory; Monte Carlo methods; State estimation; Switching systems

Indexed keywords

JUMP MARKOV LINEAR SYSTEMS; ONLINE DECONVOLUTION; PARTICLE FILTERS;

ALGORITHMS; COMPUTER SIMULATION; DIGITAL FILTERS; LINEAR SYSTEMS; MARKOV PROCESSES; MONTE CARLO METHODS; OPTIMIZATION; STATE ESTIMATION; SWITCHING SYSTEMS;

SIGNAL FILTERING AND PREDICTION;

EID: 0035266886     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/78.905890     Document Type: Article

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