A maximum-likelihood Kalman filter for s
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Angelo Alessandri; Marco Baglietto; Giorgio Battistelli
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Article
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2010
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Elsevier Science
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English
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## a b s t r a c t State estimation is addressed for a class of discrete-time systems that may switch among different modes taken from a finite set. The system and measurement equations of each mode are assumed to be linear and perfectly known, but the current mode of the system is unknown. Moreov