Optimal State Estimation for Discrete-Time Markovian Jump Linear Systems, in the Presence of Delayed Output Observations.
Ion MateiJohn S. BarasPublished in: IEEE Trans. Autom. Control. (2011)
Keyphrases
- state estimation
- linear systems
- markov chain
- kalman filter
- sufficient conditions
- dynamical systems
- kalman filtering
- dynamic systems
- state space model
- particle filter
- optimal solution
- coefficient matrix
- dynamic programming
- particle filtering
- visual tracking
- sparse linear systems
- linear programming
- feature selection
- learning algorithm