A Kullback–Leibler-Based IMM Information Filter for the Jump Markov System with Unknown Noise
Sign Up to like & getrecommendations! Published in 2018 at "Circuits, Systems, and Signal Processing"
DOI: 10.1007/s00034-017-0735-y
Abstract: This paper is concerned with the state estimation of the jump Markov system with the unknown measurement noise. The proposed algorithm is derived under the framework of Interacting Multiple Model approach, and the recently reported… read more here.
Keywords: state; kullback leibler; information; jump markov ... See more keywords
CU-MSDSp: A flexible parallelized Reversible jump Markov chain Monte Carlo method
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DOI: 10.1016/j.softx.2021.100664
Abstract: Abstract Reversible jump Markov chain Monte Carlo (RJMCMC) is a powerful Bayesian trans-dimensional algorithm for performing model selection while inferring the distribution of model parameters. The present work introduces CU-MSDSp as an open source and… read more here.
Keywords: monte carlo; chain monte; markov chain; jump markov ... See more keywords
Gaussian Mixture Particle Jump-Markov-CPHD Fusion for Multitarget Tracking Using Sensors With Limited Views
Sign Up to like & getrecommendations! Published in 2020 at "IEEE Transactions on Signal and Information Processing over Networks"
DOI: 10.1109/tsipn.2020.3016478
Abstract: In this article, we propose a multisensor cardinalized probability density hypothesis (CPHD) filter for tracking an unknown number of targets that may maneuver over time by using a sensor network with partially overlapping fields of… read more here.
Keywords: markov cphd; fusion; cphd; jump markov ... See more keywords