High-Order Moment Recursive State Estimation of Markov Jump Linear Systems
A high-order moment recursive state estimator is designed to achieve the minimum mean square error estimation of a Markov jump linear system (MJLS) whose state distribution obeys a generalized Gaussian distribution (GGD). The operation properties of the cumulant generating function are explored to t...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
IEEE
2018-01-01
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| Series: | IEEE Access |
| Subjects: | |
| Online Access: | https://ieeexplore.ieee.org/document/8538874/ |