• DocumentCode
    337650
  • Title

    l1 state estimation of jump Markov linear systems

  • Author

    Carlemalm, Catharina ; Logothetis, Andrew ; Krishnamurthy, Vikram

  • Author_Institution
    Dept. of Autom. Control, R. Inst. of Technol., Stockholm, Sweden
  • Volume
    1
  • fYear
    1998
  • fDate
    1998
  • Firstpage
    263
  • Abstract
    We consider the state estimation in an l1 sense of non-stationary jump Markov linear systems. The parameters of a jump Markov linear system evolve with time according to the realization of a finite state Markov chain. An iterative algorithm is presented, which cross couples an interior point based method with the Viterbi algorithm. The Viterbi algorithm yields the Markov chain sequence estimate and the interior point based scheme yields the state sequence estimate of the jump Markov linear system
  • Keywords
    Markov processes; discrete time systems; iterative methods; linear systems; state estimation; Markov chain; Viterbi algorithm; discrete time systems; interior point; iterative algorithm; jump Markov systems; linear systems; state estimation; Automatic control; Cyclic redundancy check; Iterative algorithms; Linear programming; Linear systems; Polynomials; State estimation; Time varying systems; Viterbi algorithm; Yield estimation;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 1998. Proceedings of the 37th IEEE Conference on
  • Conference_Location
    Tampa, FL
  • ISSN
    0191-2216
  • Print_ISBN
    0-7803-4394-8
  • Type

    conf

  • DOI
    10.1109/CDC.1998.760681
  • Filename
    760681
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=337650