IEEE - Institute of Electrical and Electronics Engineers, Inc. - Optimal State Estimation for Systems Driven by Jump-Diffusion Process With Application to Road Anomaly Detection

Author(s): Zhaojian Li ; Ilya V. Kolmanovsky ; Uros V. Kalabic ; Ella M. Atkins ; Jianbo Lu ; Dimitar P. Filev
Sponsor(s): IEEE Control Systems Society
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Volume: PP
Page(s): 1 - 10
ISSN (Paper): 1063-6536
ISSN (Online): 1558-0865
DOI: 10.1109/TCST.2016.2620062
Regular:

Jump-diffusion processes (JDPs) involve a combination of jumps (Poisson process) and diffusions (Wiener process). JDPs can be used to model large classes of disturbances in engineering... View More

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