Stability of Kalman filtering with Markovian packet losses
Automatica (Journal of IFAC)
Brief paper: Finite-state, discrete-time optimization with randomly varying observation quality
Automatica (Journal of IFAC)
Automatica (Journal of IFAC)
Brief paper: Detection and estimation for abruptly changing systems
Automatica (Journal of IFAC)
Hi-index | 754.84 |
Two different problems of estimating a discrete stochastic process, in the face of Markov dependent uncertainty regarding the presence of the process at each stage of the observation sequence, are considered. Recursive Bayes optimal estimator algorithms are derived for the two cases considered, and the differences between them brought out explicitly.