Adaptive filtering for jump Markov systems with unknown noise covariance-Reference-Cited by-同舟云学术

Adaptive filtering for jump Markov systems with unknown noise covariance

Published:2013-09 Issue:13 Volume:7 Page:1765-1772
ISSN:1751-8652
Container-title:IET Control Theory & Applications
language:en
Short-container-title:IET Control Theory & Applications

Author:

Li Wenling¹,Jia Yingmin¹²

Affiliation:

1. Seventh Research Division and the Department of Systems and ControlBeihang University (BUAA)Beijing100191People's Republic of China

2. Key Laboratory of Mathematics, Informatics and Behavioral Semantics (LMIB), Ministry of Education, SMSS, Beihang University (BUAA)Beijing100191People's Republic of China

Funder

National Natural Science Foundation of China

Natural Science Foundation of Beijing Municipality

Publisher

Institution of Engineering and Technology (IET)

Subject

Electrical and Electronic Engineering,Control and Optimization,Computer Science Applications,Human-Computer Interaction,Control and Systems Engineering

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1049/iet-cta.2013.0162

Reference33 articles.

1. Discrete-Time Markov Jump Linear Systems

2. RobustH∞ control of stochastic time-delay jumping systems with nonlinear disturbances

3. Nonlinear H ∞ control of stochastic time‐delay systems with Markovian switching;Wei G.;Chaos Solitons Fractals,2008

4. The interacting multiple model algorithm for systems with Markovian switching coefficients

5. Particle filters for state estimation of jump Markov linear systems

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