Event-Triggered Risk-Sensitive State Estimation for Hidden Markov Models
From MaRDI portal
Publication:5211183
DOI10.1109/TAC.2019.2894616zbMath1482.93613OpenAlexW2912688846WikidataQ128513820 ScholiaQ128513820MaRDI QIDQ5211183
Fangfei Li, Wen Yang, Yang Tang, Jiapeng Xu, Daniel W. C. Ho
Publication date: 28 January 2020
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/tac.2019.2894616
Filtering in stochastic control theory (93E11) Markov processes: estimation; hidden Markov models (62M05) Estimation and detection in stochastic control theory (93E10)
Related Items (12)
Event-triggered risk-sensitive smoothing for linear Gaussian systems ⋮ Stabilization of Discrete-Time Systems with Random Delays and Packet Drops: A Predictor-Like Controller ⋮ Composite event-triggered disturbance-observer-based control and passive control for semi-Markovian jump nonlinear systems with actuator saturation ⋮ Event-triggered filter of positive semi-Markovian jump systems with Weibull distribution ⋮ State Estimation with Event Sensors: Observability Analysis and Multi-sensor Fusion ⋮ Event-triggered robust state estimation for systems with unknown exogenous inputs ⋮ State estimation for jump Markov nonlinear systems of unknown measurement data covariance ⋮ Distributed fault estimation for delayed complex networks with round-robin protocol based on unknown input observer ⋮ Learning hidden Markov models for linear Gaussian systems with applications to event-based state estimation ⋮ Event-triggered minimax state estimation with a relative entropy constraint ⋮ Event based estimation with correlated noises ⋮ Diffusion event-triggered sequential asynchronous state estimation algorithm for stochastic multiplicative noise systems
This page was built for publication: Event-Triggered Risk-Sensitive State Estimation for Hidden Markov Models