Conditionally-linear optimal filtering with application to jump-linear systems

Keyphrases

• Continuous States 100%
• Optimal Filtering 100%
• Jump Linear System 100%
• Monte Carlo Simulation 66%
• Noise Measurement 66%
• Wonham Filter 66%
• Linear Filter 66%
• Conditionally Gaussian 66%
• Nonlinear Filter 66%
• Discrete-time 33%
• Numerical Examples 33%
• Continuous-time Systems 33%
• Continuous-time 33%
• Orthogonality 33%
• Probability Distribution 33%
• Model Equation 33%
• Linear Systems 33%
• Optimal Behavior 33%
• Full Information 33%
• Spacecraft Attitude 33%
• Aerospace 33%
• Partial Information 33%
• Gaussian Noise 33%
• Attitude Estimation 33%
• Estimation Problem 33%
• Special Class 33%
• Full Knowledge 33%
• Gyro 33%
• Filter Approach 33%
• Filter Performance 33%
• Direct Extension 33%
• Mode Measurement 33%
• Augmentation Techniques 33%
• Orthogonal Projection 33%
• Failure Detection 33%
• State-space Equations 33%
• Time-optimal 33%
• Linear Approach 33%
• Non-Gaussian System 33%
• Asymptotically Equivalent 33%
• Linear Filtering 33%
• Gaussian Filter 33%
• Mode Estimator 33%
• Mode Estimation 33%
• State Augmentation 33%
• Filter Gain 33%
• Asymptotic Optimal 33%
• Online Implementation 33%
• Gaussian Systems 33%
• Discrete-time Algorithm 33%
• Additive Measurement 33%
• State History 33%
• Conditional Expectation Operators 33%
• Discretization Step 33%
• Non-Gaussian Model 33%
• Mode Equation 33%

Engineering

• Gaussians 100%
• Continuous State 100%
• Filtration 100%
• Discrete Time 66%
• Discretization 66%
• Measurement Noise 66%
• Linear Filter 66%
• Nonlinear Filter 66%
• Numerical Example 33%
• Gaussian Case 33%
• Assuming 33%
• Equation Model 33%
• Gaussian Model 33%
• Orthogonality 33%
• Gaussian Filter 33%
• Continuous Time 33%
• Gaussian White Noise 33%
• Mode Equation 33%
• Continuous-Time System 33%
• Partial Information 33%
• Conditional Expectation 33%
• Space Equation 33%
• Orthogonal Projection 33%
• Past History 33%