Simultaneous mode, input and state estimation for switched linear stochastic systems

Keyphrases

• State Estimation 100%
• Linear Stochastic Systems 100%
• Mode Estimation 100%
• Input Estimation 100%
• Input Filter 100%
• True Model 50%
• Asymptotic Analysis 50%
• Filtering Algorithm 50%
• Gaussian White Noise 50%
• Most Probable 50%
• Simulation Example 50%
• Multi-model Approach 50%
• Model Consistency 50%
• System with Unknown Input 50%
• Hidden Modes 50%
• Information-theoretic Measures 50%

Mathematics

• Stochastic System 100%
• Gaussian Distribution 50%
• Asymptotic Analysis 50%
• Sufficient Condition 50%
• True Model 50%
• Residuals 50%
• Key Property 50%
• Multiple Model 50%

Computer Science

• And-States 100%
• State Estimation 100%
• Stochastic System 100%
• Sufficient Condition 25%
• Theoretic Measure 25%
• Simulation Example 25%
• Gaussian White Noise 25%