State estimation for systems with sojourn-time-dependent Markovmodel switching
Campo, L.; Mookerjee, P.; Bar-Shalom, Y.
Automatic Control, IEEE Transactions on
Volume 36, Issue 2, Feb 1991 Page(s):238 - 243
Digital Object Identifier 10.1109/9.67304
Summary:A switching process in which the switching probabilities depend on
a random sojourn time is a class of semi-Markov processes and is
encountered in target tracking, systems subject to failures, And also in
the socioeconomic environment. In such a system, knowledge of the
sojourn time is needed for the computation of the conditional transition
probabilities. It is shown how one can infer the transition
probabilities through the evaluation of the conditional distribution of
the sojourn time. Subsequently, a recursive state estimation for such
systems is obtained using the conditional sojourn time distribution for
dynamic systems with imperfect observations and changing structures
(models)
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