Journal article icon

Journal article

Recursive state estimation for multiple switching models with unknown transition probabilities

Abstract:

This work considers hybrid systems with continuous-valued target states and discrete-valued regime variable. The changes (switches) of the regime variable are modeled by a finite state Markov chain with unknown and random transition probabilities following Dirichlet distributions. Our work analytical derives the marginal posterior distribution of the states and regime variables, the transition probabilities being integrated out. This leads to a variety of recursive hybrid state estimation sch...

Expand abstract
Publication status:
Published

Actions


Access Document


Publisher copy:
10.1109/TAES.2002.1039427

Authors


More by this author
Institution:
University of Oxford
Division:
MPLS
Department:
Statistics
Role:
Author
Journal:
IEEE TRANSACTIONS ON AEROSPACE AND ELECTRONIC SYSTEMS More from this journal
Volume:
38
Issue:
3
Pages:
1098-1104
Publication date:
2002-07-01
DOI:
ISSN:
0018-9251
Language:
English
Pubs id:
pubs:190678
UUID:
uuid:6aa29145-d86f-41cb-9ff6-39e2b4ad4709
Local pid:
pubs:190678
Source identifiers:
190678
Deposit date:
2012-12-19

Terms of use


Views and Downloads






If you are the owner of this record, you can report an update to it here: Report update to this record

TO TOP