This paper addresses the problem of simultaneously estimating the state and the input of a linear discrete-time system. A recursive filter, optimal in the minimum-variance unbias...
— We present a novel observer design for a class of single-output nonlinear systems with Markov jumps. The Markov jump process interferes with a deterministic nonlinear dynamics ...
The Expectation Maximization EM algorithm is an iterative procedure for maximum likelihood parameter estimation from data sets with missing or hidden variables 2 . It has been app...
This paper investigates the problem of causal observability of the states and unknown inputs of nonlinear time-delay systems. Using the theory of non-commutative rings, the nonline...
Gang Zheng, Jean-Pierre Barbot, Driss Boutat, Thie...