On the stability of the recursive Kalman filter with Markov jump parameters.
Maria J. F. GomesEduardo F. CostaPublished in: ACC (2010)
Keyphrases
- kalman filter
- state space model
- kalman filtering
- update equations
- scale factor
- markov chain
- adaptive kalman filter
- state estimation
- particle filter
- target tracking
- extended kalman filter
- neural network
- object tracking
- maximum likelihood
- motion parameters
- particle filtering
- robust tracking
- input data
- reduced order model
- rao blackwellized particle filter
- search algorithm