Optimal state estimation for discrete-time Markovian Jump Linear Systems, in the presence of delayed mode observations.
Ion MateiNuno C. MartinsJohn S. BarasPublished in: ACC (2008)
Keyphrases
- state estimation
- linear systems
- markov chain
- sufficient conditions
- dynamical systems
- kalman filter
- state space model
- particle filter
- dynamic systems
- kalman filtering
- dynamic programming
- optimal solution
- visual tracking
- particle filtering
- sparse linear systems
- objective function
- reinforcement learning
- coefficient matrix
- three dimensional