Optimal state estimation for discrete-time Markovian Jump Linear Systems, in the presence of delayed output observations.
Ion MateiNuno C. MartinsJohn S. BarasPublished in: ITW (2008)
Keyphrases
- linear systems
- state estimation
- dynamical systems
- dynamic systems
- state space model
- kalman filter
- markov chain
- particle filter
- sparse linear systems
- sufficient conditions
- visual tracking
- optimal solution
- particle filtering
- kalman filtering
- closed form
- dynamic programming
- linear programming
- signal processing
- reinforcement learning
- real time