11 search results - page 2 / 3 » Maximum-likelihood Kalman filtering for switching discrete-t... |
CORR
2008
Springer
13 years 4 months ago
2008
Springer
A set of N independent Gaussian linear time invariant systems is observed by M sensors whose task is to provide the best possible steady-state causal minimum mean square estimate o...
CDC
2008
IEEE
13 years 11 months ago
2008
IEEE
Abstract— Recursive state estimation is considered for discrete time linear systems with mixed process and measurement disturbances that have stochastic and (convex) set-bounded ...
ICASSP
2011
IEEE
12 years 8 months ago
2011
IEEE
Abstract—The paper studies the convergence properties of the estimation error processes in distributed Kalman filtering for potentially unstable linear dynamical systems. In par...
JMLR
2006
13 years 4 months ago
2006
We introduce a method for approximate smoothed inference in a class of switching linear dynamical systems, based on a novel form of Gaussian Sum smoother. This class includes the ...
CDC
2010
IEEE
12 years 11 months ago
2010
IEEE
ACT We consider the problem of sensor selection in resource constrained sensor networks. The fusion center selects a subset of k sensors from an available pool of m sensors accordi...