A convex optimization approach to filtering in jump linear systems with state dependent transitions.
Agostino CapponiPublished in: Autom. (2010)
Keyphrases
- convex optimization
- linear systems
- state dependent
- markov chain
- steady state
- interior point methods
- sufficient conditions
- optimal policy
- dynamical systems
- stationary distribution
- low rank
- queueing networks
- single server
- total variation
- sparse linear systems
- queue length
- primal dual
- asymptotically optimal
- arrival rate
- convex optimization problems
- multistage
- image restoration
- linear programming
- graphical models
- markov random field
- feature vectors
- multiscale
- learning algorithm