Estimation of Markovian Jump Systems with Unknown Transition Probabilities through Bayesian Sampling
暂无分享,去创建一个
X. Rong Li | Donka S. Angelova | Vesselin P. Jilkov | V. Jilkov | D. Angelova | X. Li | X. Rong | Li | D. S. Angelova
[1] Jitendra K. Tugnait,et al. Adaptive estimation in linear systems with unknown Markovian noise statistics , 1980, IEEE Trans. Inf. Theory.
[2] Jerry M. Mendel,et al. Optimal simultaneous detection and estimation of filtered discrete semi-Markov chains , 1988, IEEE Trans. Inf. Theory.
[3] Thia Kirubarajan,et al. Estimation with Applications to Tracking and Navigation: Theory, Algorithms and Software , 2001 .
[4] S. Port. Theoretical Probability for Applications , 1993 .
[5] Jitendra Tugnait,et al. Adaptive estimation and identification for discrete systems with Markov jump parameters , 1981, 1981 20th IEEE Conference on Decision and Control including the Symposium on Adaptive Processes.
[6] Y. Bar-Shalom,et al. The interacting multiple model algorithm for systems with Markovian switching coefficients , 1988 .
[7] X. R. Li,et al. Adaptation of Transition Probability Matrix for Multiple Model Estimators , 2001 .
[8] X. Rong Li,et al. Hybrid Estimation Techniques , 1996 .
[9] Y. Sawaragi,et al. Adaptive estimation for a linear system with interrupted observation , 1973 .
[10] A. F. Smith,et al. A Quasi‐Bayes Sequential Procedure for Mixtures , 1978 .
[11] Thiagalingam Kirubarajan,et al. Estimation with Applications to Tracking and Navigation , 2001 .
[12] Timothy J. Robinson,et al. Sequential Monte Carlo Methods in Practice , 2003 .
[13] Amir Averbuch,et al. Interacting Multiple Model Methods in Target Tracking: A Survey , 1988 .
[14] Demetrios Kazakos,et al. Recursive estimation of prior probabilities using a mixture , 1977, IEEE Trans. Inf. Theory.
[15] D. Rubin,et al. Maximum likelihood from incomplete data via the EM - algorithm plus discussions on the paper , 1977 .
[16] A. F. Smith,et al. Statistical analysis of finite mixture distributions , 1986 .
[17] C. Robert,et al. Estimation of Finite Mixture Distributions Through Bayesian Sampling , 1994 .
[18] G. R. Dattatreya,et al. Estimation of mixing probabilities in multiclass finite mixtures , 1990, IEEE Trans. Syst. Man Cybern..