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Volumn 2, Issue , 2003, Pages 1392-1397

Polynomial Filtering for Stochastic Systems with Markovian Switching Coefficients

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTER SIMULATION; DISCRETE TIME CONTROL SYSTEMS; LINEAR CONTROL SYSTEMS; MARKOV PROCESSES; MATRIX ALGEBRA; POLYNOMIALS; PROBABILITY; SET THEORY; SPURIOUS SIGNAL NOISE; STOCHASTIC CONTROL SYSTEMS; SWITCHING;

EID: 1542358931     PISSN: 07431546     EISSN: 25762370     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper
Times cited : (7)

References (14)
  • 1
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    • On State Estimation in Switching Environments
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  • 3
    • 0024057021 scopus 로고
    • The interactive multiple model algorithm for systems with Markovian switching coefficients
    • H.A.P. Blom and Y. Bar-Shalom, "The interactive multiple model algorithm for systems with Markovian switching coefficients," IEEE Trans. Automat. Contr., Vol. 33, No. 8, pp. 780-783, 1988.
    • (1988) IEEE Trans. Automat. Contr. , vol.33 , Issue.8 , pp. 780-783
    • Blom, H.A.P.1    Bar-Shalom, Y.2
  • 4
    • 0030242425 scopus 로고    scopus 로고
    • Polynomial filtering for linear discrete-time non-Gaussian systems
    • F. Carravetta, A. Germani and M. Raimondi, "Polynomial filtering for linear discrete-time non-Gaussian systems," SIAM J. Control and Optim., Vol. 34, No. 5, pp. 1666-1690, 1996.
    • (1996) SIAM J. Control and Optim. , vol.34 , Issue.5 , pp. 1666-1690
    • Carravetta, F.1    Germani, A.2    Raimondi, M.3
  • 5
    • 0031198961 scopus 로고    scopus 로고
    • Polynomial filtering of discrete-time stochastic linear systems with multiplicative state noise
    • F. Carravetta, A. Germani and M. Raimondi, "Polynomial filtering of discrete-time stochastic linear systems with multiplicative state noise," IEEE Trans. Automat. Contr., Vol. 42, No. 8, pp. 1106-1126, 1997.
    • (1997) IEEE Trans. Automat. Contr. , vol.42 , Issue.8 , pp. 1106-1126
    • Carravetta, F.1    Germani, A.2    Raimondi, M.3
  • 6
    • 0028494006 scopus 로고
    • Linear Minimum Mean Square Error Estimation for Discrete-Time Markovian Jump Linear Systems
    • O. L. V. Costa, "Linear Minimum Mean Square Error Estimation for Discrete-Time Markovian Jump Linear Systems," IEEE Trans. Automat. Contr., Vol. 39, No. 8, pp. 1685-1689, 1994.
    • (1994) IEEE Trans. Automat. Contr. , vol.39 , Issue.8 , pp. 1685-1689
    • Costa, O.L.V.1
  • 7
    • 0033740817 scopus 로고    scopus 로고
    • Stochastic Sampling Algorithms for State Estimation of Jump Markov Linear Systems
    • A. Doucet, A. Logothetis, V. Krishnamurthy, "Stochastic Sampling Algorithms for State Estimation of Jump Markov Linear Systems," IEEE Trans. Automat. Contr., Vol. 45, No. 1, pp. 188-202, 2000.
    • (2000) IEEE Trans. Automat. Contr. , vol.45 , Issue.1 , pp. 188-202
    • Doucet, A.1    Logothetis, A.2    Krishnamurthy, V.3
  • 10
    • 0029409077 scopus 로고
    • Fixed-interval smoothing for Markovian switching systems
    • R.E. Helmick, W.D. Blair, S.A. Hoffman, "Fixed-interval smoothing for Markovian switching systems," IEEE Trans. on Inf. Theory, Vol. 41, No. 6, pp. 1845-1855, 1995.
    • (1995) IEEE Trans. on Inf. Theory , vol.41 , Issue.6 , pp. 1845-1855
    • Helmick, R.E.1    Blair, W.D.2    Hoffman, S.A.3
  • 11
    • 0033350190 scopus 로고    scopus 로고
    • Conditional Densities for Contiuous-Time Nonlinear Hybrid Systems with Applications to Fault Detection
    • J. L. Hibey, C. D. Charalambous, "Conditional Densities for Contiuous-Time Nonlinear Hybrid Systems with Applications to Fault Detection," IEEE Trans. Automat. Contr., Vol. 44, No. 11, pp. 2164-2169, 1999.
    • (1999) IEEE Trans. Automat. Contr. , vol.44 , Issue.11 , pp. 2164-2169
    • Hibey, J.L.1    Charalambous, C.D.2
  • 12
    • 0033171351 scopus 로고    scopus 로고
    • Expectation maximization algorithms for MAP estimation of Jump Markov Linear Systems
    • A. Logothetis, V. Krishnamurthy, "Expectation maximization algorithms for MAP estimation of Jump Markov Linear Systems," IEEE Trans. n Signal Processing, Vol. 47, No. 8, pp. 2139-2156, 1999.
    • (1999) IEEE Trans. n Signal Processing , vol.47 , Issue.8 , pp. 2139-2156
    • Logothetis, A.1    Krishnamurthy, V.2
  • 13
    • 0031190550 scopus 로고    scopus 로고
    • Kalman Filtering for Linear Systems with Coefficients Driven by a Hidden Markov Jump Process
    • B. M. Miller, W. J. Runggaldier, "Kalman Filtering for Linear Systems with Coefficients Driven by a Hidden Markov Jump Process," Syst. and Contr. Lett., No. 31, pp. 93-102, 1997.
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    • Miller, B.M.1    Runggaldier, W.J.2
  • 14
    • 0033876077 scopus 로고    scopus 로고
    • Hybrid Filtering for Linear Systems with Non-Gaussian Disturbances
    • Q. Zhang, "Hybrid Filtering for Linear Systems with Non-Gaussian Disturbances," IEEE Trans. Automat. Contr., Vol. 45, No. 1, pp. 50-61, 2000.
    • (2000) IEEE Trans. Automat. Contr. , vol.45 , Issue.1 , pp. 50-61
    • Zhang, Q.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.