Reduced-Dimension Filtering in Triplet Markov Models
Sign Up to like & getrecommendations! Published in 2022 at "IEEE Transactions on Automatic Control"
DOI: 10.1109/tac.2021.3050721
Abstract: This article presents an optimal reduced-dimension Kalman filter for a family of triplet Markov models (TMMs). The problem is to estimate the state vector in the case when the auxiliary process in the TMM can… read more here.
Keywords: markov models; triplet markov; reduced dimension;