A convex optimization approach to filtering in jump linear systems with state dependent transitions
type: Item
instance of: scholarly article
title: A convex optimization approach to filtering in jump linear systems with state dependent transitions
zbMATH Open document ID: 1205.93146
author: Agostino Capponi
published in: Automatica
publication date: 2010-07-13T00:00:00Z
Mathematics Subject Classification ID: 93E11
Mathematics Subject Classification ID: 93E10
Mathematics Subject Classification ID: 93C05
Mathematics Subject Classification ID: 93C25
Mathematics Subject Classification ID: 90C25
zbMATH DE Number: 5736327
zbMATH Keywords: tracking
zbMATH Keywords: Kalman filtering
zbMATH Keywords: estimation
describes a project that uses: PDCO
MaRDI profile type: Publication
full work available at URL: j.automatica.2009.11.011
OpenAlex ID: W2103447777
cites work: Q3121550
cites work: The interacting multiple model algorithm for systems with Markovian switching coefficients
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cites work: CREDIT RISK MODELING WITH MISREPORTING AND INCOMPLETE INFORMATION
cites work: Atomic decomposition by basis pursuit
cites work: Optimally sparse representation in general (nonorthogonal) dictionaries via ℓ 1 minimization
cites work: Optimal selling rules in a regime switching model
cites work: Applications of second-order cone programming
DOI: 10.1016/J.AUTOMATICA.2009.11.011
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description: scientific article; zbMATH DE number 5736327