IEEE - Institute of Electrical and Electronics Engineers, Inc. - Stochastic filtering in jump systems with state dependent mode transitions

2009 American Control Conference (ACC-09)

Author(s): A. Capponi ; C. Pilotto
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 June 2009
Conference Location: St. Louis, MO, USA
Conference Date: 10 June 2009
Page(s): 3,206 - 3,211
ISBN (CD): 978-1-4244-4524-0
ISBN (Paper): 978-1-4244-4523-3
ISSN (Electronic): 2378-5861
ISSN (Uncategorized ISSN): 0743-1619
ISSN (Paper): 0743-1619
DOI: 10.1109/ACC.2009.5160455
Regular:

We introduce a new methodology to construct a Gaussian mixture approximation to the true filter density in hybrid Markovian switching systems. We relax the assumption that the mode transition... View More

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