A FINITE-DIMENSIONAL FILTER FOR HYBRID OBSERVATIONS

Authors
ELLIOTT RJ VANDERHOEK J
Citation
Rj. Elliott et J. Vanderhoek, A FINITE-DIMENSIONAL FILTER FOR HYBRID OBSERVATIONS, IEEE transactions on automatic control, 43(5), 1998, pp. 736-739
Citations number
5
Categorie Soggetti
Robotics & Automatic Control","Robotics & Automatic Control","Engineering, Eletrical & Electronic
Journal title
IEEE transactions on automatic control → ACNP
ISSN journal
00189286
Volume
43
Issue
5
Year of publication
1998
Pages
736 - 739
Database
ISI
SICI code
0018-9286(1998)43:5<736:AFFFHO>2.0.ZU;2-7
Abstract
The paper considers a system whose dynamics are described in terms of the hybrid of a VAR(1)-type process and discrete state-space. Markov c hain. This paper provides a recursive expression for the conditional d ensity/distributions of these tao processes, given a set of observatio ns which are a noisy Linear combination of these two processes.