A numerical method for state estimation of continuous time Markov jump linear systems.
Eduardo F. CostaBenoîte de SaportaPublished in: CDC (2014)
Keyphrases
- state estimation
- linear systems
- numerical methods
- markov chain
- dynamical systems
- differential equations
- dynamic systems
- state space
- particle filter
- kalman filter
- sufficient conditions
- kalman filtering
- partial differential equations
- numerical solution
- visual tracking
- sparse linear systems
- level set method
- particle filtering
- object tracking
- video sequences
- reinforcement learning
- boundary element method
- pid controller
- search space
- pattern recognition
- learning algorithm