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A linear distributed filter inspired by the Markovian jump linear system filtering problem

โœ Scribed by Ion Matei; John S. Baras


Book ID
116268168
Publisher
Elsevier Science
Year
2012
Tongue
English
Weight
297 KB
Volume
48
Category
Article
ISSN
0005-1098

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## Abstrart-A discrete-time filtering problem for hybrid systems is studied in which the state process is observed in white noise and the random jump process (called the mode or the regime) is observed by a point process. The optimal state and mode estimator, when only the mode measurements arc us