OPTIMAL FILTERING IN DISCRETE-TIME SYSTEMS WITH TIME DELAYS AND MARKOVIAN JUMP PARAMETERS
From MaRDI portal
Publication:3057469
DOI10.1017/S1446181110000076zbMath1204.93120OpenAlexW2003807109MaRDI QIDQ3057469
Publication date: 24 November 2010
Published in: The ANZIAM Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s1446181110000076
time-delay systemsRiccati equationsoptimal filteringMarkovian jump linear systemsreorganized innovation analysis
Filtering in stochastic control theory (93E11) Linear systems in control theory (93C05) Stochastic functional-differential equations (34K50)
Related Items (2)
Survey of duality between linear quadratic regulation and linear estimation problems for discrete-time systems ⋮ Linear state estimation for Markov jump linear system with multi-channel observation delays and packet dropouts
Cites Work
- Indefinite quadratic with linear costs optimal control of Markov jump with multiplicative noise systems
- Robust \(H_\infty\) filtering for polytopic uncertain time-delay systems with Markov jumps
- On a stochastic sensor selection algorithm with applications in sensor scheduling and sensor coverage
- Expectation maximization algorithms for MAP estimation of jump Markov linear systems
- Optimal linear filtering over observations with multiple delays
- The interacting multiple model algorithm for systems with Markovian switching coefficients
- Linear minimum mean square error estimation for discrete-time Markovian jump linear systems
- Mean Square Stochastic Stability Of Linear Time-delay System With Markovian Jumping Parameters
- Stationary filter for linear minimum mean square error estimator of discrete-time Markovian jump systems
- A Reorganized Innovation Approach to Linear Estimation
- Optimal estimation for continuous-time systems with delayed measurements
- Robust kalman filtering for continuous time-lag systems with markovian jump parameters
- Optimal filtering for linear systems with state and observation delays
This page was built for publication: OPTIMAL FILTERING IN DISCRETE-TIME SYSTEMS WITH TIME DELAYS AND MARKOVIAN JUMP PARAMETERS
