A multiple model multiple hypothesis filter for Markovian switching systems

DOI10.1016/j.automatica.2004.11.018zbMath1061.93091OpenAlexW1983592215MaRDI QIDQ1776427

Yvo Boers, Hans Driessen

Publication date: 12 May 2005

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2004.11.018

zbMATH Keywords

Hybrid systemsKalman filtersAdaptive filteringIMMTarget tracking

Mathematics Subject Classification ID

Related Items (7)

Minimum upper-bound filter of Markovian jump linear systems with generalized unknown disturbances ⋮ Novel interacting multiple model filter for uncertain target tracking systems based on weighted Kullback-Leibler divergence ⋮ A structured filter for Markovian switching systems ⋮ A novel truncated approximation based algorithm for state estimation of discrete-time Markov jump linear systems ⋮ A convex optimization approach to filtering in jump linear systems with state dependent transitions ⋮ A numerical filtering method for linear state‐space models with Markov switching ⋮ Recursive linear optimal filter for Markovian jump linear systems with multi-step correlated noises and multiplicative random parameters

Cites Work

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• Detection and estimation for abruptly changing systems
• Hybrid state estimation: A target tracking application
• Stochastic processes and filtering theory

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