Deterministic Optimality of the Steady-State Behavior of the Kalman-Bucy Filter.
Corrado PossieriMario SassanoPublished in: IEEE Control. Syst. Lett. (2019)
Keyphrases
- steady state
- markov chain
- filtering algorithm
- fluid model
- operating conditions
- explicit expressions
- product form
- optimal solution
- steady states
- queue length
- state dependent
- nonlinear differential equations
- loss probability
- service times
- queueing networks
- queueing model
- arrival rate
- single server queue
- kalman filter
- fault diagnosis
- reinforcement learning