Novel extended Viterbi-based multiple-model algorithms for state estimation of discrete-time systems with Markov jump parameters

IEEE Transactions on Signal Processing

Volumn 54, Issue 2, 2006, Pages 393-404

  Ho, Tan Jan ^a   Chen, Bor Sen ^b  

^a CHUNG YUAN CHRISTIAN UNIVERSITY   (Taiwan)

^b NATIONAL TSING HUA UNIVERSITY   (Taiwan)

Author keywords

Extend Viterbi (EV) algorithm; Jump Markov linear system (JMLS); Multiple model filtering methods; State estimation

Indexed keywords

ALGORITHMS; COMPUTATIONAL METHODS; COMPUTER SIMULATION; KALMAN FILTERING; MARKOV PROCESSES; MATHEMATICAL MODELS; MATRIX ALGEBRA; OPTIMIZATION; PROBABILITY; STATE ESTIMATION;

EXTENDED VITERBI (EV) ALGORITHM; JUMP MARKOV LINEAR SYSTEMS (JMLS); MULTIPLE-MODEL FILTERING METHODS;

DISCRETE TIME CONTROL SYSTEMS;

EID: 31344451100     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/TSP.2005.861753     Document Type: Article

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