Finite-dimensional filters for passive tracking of Markov jump linear systems
type: Item
instance of: scholarly article
title: Finite-dimensional filters for passive tracking of Markov jump linear systems
zbMATH Open document ID: 0931.93067
DOI: 10.1016/S0005-1098(98)00006-5
author: Vikram Krishnamurthy
author: Jamie S. Evans
published in: Automatica
publication date: 2000-02-20T00:00:00Z
review text: Finite-dimensional filters are derived for estimating Markov jump linear systems given noisy measurements of a Markov chain in both discrete and continuous time. Robust discretizations are described and simulations illustrate the results. Applications are found in passive tracking of maneuvering targets.
reviewed by: Michael Kohlmann
Mathematics Subject Classification ID: 93E10
Mathematics Subject Classification ID: 93E11
Mathematics Subject Classification ID: 93C10
zbMATH DE Number: 1325680
zbMATH Keywords: nonlinear filters
zbMATH Keywords: target tracking
zbMATH Keywords: jump linear systems
zbMATH Keywords: finite-dimensional filters
zbMATH Keywords: Markov chain
zbMATH Keywords: robust discretizations
MaRDI profile type: Publication
full work available at URL: s0005-1098(98)00006-5
OpenAlex ID: W2039530960
Wikidata QID: Q127351718
description: scientific article; zbMATH DE number 1325680