LMMSE estimation of Markovian jump linear systems with random parameters and estimate feedback.
Yanbo YangYuemei QinQuan PanYanting YangZhi LiPublished in: FUSION (2017)
Keyphrases
- linear systems
- estimation process
- accurate estimation
- dynamical systems
- estimated parameters
- maximum likelihood estimator
- linear minimum mean square error
- parameter estimation
- estimation algorithm
- sufficient conditions
- parameter estimates
- estimation error
- maximum likelihood
- linear equations
- coefficient matrix
- total least squares
- machine learning
- control system
- difference equations
- support vector
- minimum mean squared error