A Kalman filtering technique for certain Markov chains

Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

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Author(s)

Detail(s)

Original languageEnglish
Pages (from-to)211-219
Journal / PublicationCircuits Systems and Signal Processing
Volume10
Issue number2
Publication statusPublished - Jun 1991
Externally publishedYes

Link(s)

DOI

DOI
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Link to Scopus https://www.scopus.com/record/display.uri?eid=2-s2.0-0025857881&origin=recordpage
Permanent Link https://scholars.cityu.edu.hk/en/publications/publication(a616b2c2-88f0-463f-a07a-8a6c77ab55a8).html

Abstract

In this paper an efficient decoupling Kalman filtering technique is applied to certain Markov chains with finite-dimensional stationary state-transition matrices. For optimal estimates of a Markov chain with an n-dimensional stationary statetransition matrix, the resultant computational algorithm consists of n-1 simple one-dimensional recursive formulas. © 1991 Birkhäuser Boston Inc.

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Publication fingerprints text

100
Markov Chain Keyphrases
100
Kalman Filter Algor... Keyphrases
100
Kalman Filtering Mathematics
100
chains INIS
100
markov process INIS
66
matrices INIS
33
Computational Algor... Keyphrases
33
Recursive Formula Keyphrases
33
State Transition Ma... Keyphrases
33
Finite-dimensional Keyphrases
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Citation Format(s)

[ RIS ] [ BibTeX ]
A Kalman filtering technique for certain Markov chains. / Chen, Guanrong; Yaoqi, Yu; de Figueiredo, Rui J. P.
In: Circuits Systems and Signal Processing, Vol. 10, No. 2, 06.1991, p. 211-219.

Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review