Iterative algorithms for state estimation of jump Markov linear systems.
Arnaud DoucetChristophe AndrieuPublished in: IEEE Trans. Signal Process. (2001)
Keyphrases
- linear systems
- state estimation
- iterative algorithms
- markov chain
- dynamical systems
- dynamic systems
- sufficient conditions
- kalman filter
- particle filter
- kalman filtering
- state space model
- state space
- coefficient matrix
- visual tracking
- particle filtering
- sparse linear systems
- interior point methods
- multi objective
- learning algorithm
- pid controller
- sparse representation
- nearest neighbor
- mobile robot
- search space