State and mode estimation for discrete-time jump markov systems

SIAM Journal on Control and Optimization

Volumn 44, Issue 3, 2006, Pages 1081-1104

  Elliott, Robert J ^a   Dufour, Francois ^b   Malcolm, W P ^c  

^a UNIVERSITY OF CALGARY   (Canada)

^b UNIVERSITÉ BORDEAUX 1   (France)

^c CSIRO   (Australia)

Author keywords

Filtering; Hybrid dynamics; Jump Markov systems; Reference probability; Smoothing; Viterbi algorithm

Indexed keywords

COMPUTER SIMULATION; DYNAMICS; MATHEMATICAL MODELS; PARAMETER ESTIMATION; PROBABILITY; SET THEORY;

HYBRID DYNAMICS; JUMP MARKOV SYSTEMS; REFERENCE PROBABILITY; SMOOTHING; VITERBI ALGORITHM;

MARKOV PROCESSES;

EID: 33646546338     PISSN: 03630129     EISSN: None     Source Type: Journal    
DOI: 10.1137/S0363012904442628     Document Type: Article

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