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New Gaussian Mixture State Estimation Schemes For Discrete Time Hybrid Gauss-Markov Systems

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Date

2005

Authors

Elliott, Robert J
Dufour, F
Malcolm, William

Journal Title

Journal ISSN

Volume Title

Publisher

Institute of Electrical and Electronics Engineers (IEEE Inc)

Abstract

In this article we compute state and mode estimation algorithms for discrete-time Gauss-Markov models whose parameter-sets switch according to a known Markov law. Our algorithms are distinct from extant methods, such as the so called Interacting Multiple

Description

Keywords

Keywords: Hybrid dynamics; Jump Markov systems; Reference probability; Viterbi algorithm; Algorithms; Computer simulation; Filtration; Gaussian noise (electronic); Markov processes; Mathematical models; Monte Carlo methods; Parameter estimation; Probability; Discre Filtering; Hybrid Dynamics; Jump Markov Systems; Reference Probability; Viterbi Algorithm

Citation

URI

http://hdl.handle.net/1885/82277

Collections

ANU Research Publications

Source

Proceedings of the 2005 American Control Conference

Type

Conference paper

Book Title

Entity type

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