{"id":"https://openalex.org/W2228912588","doi":"https://doi.org/10.1109/tac.2017.2692180","title":"Linear Minimum Mean Square Filters for Markov Jump Linear Systems","display_name":"Linear Minimum Mean Square Filters for Markov Jump Linear Systems","publication_year":2017,"publication_date":"2017-04-07","ids":{"openalex":"https://openalex.org/W2228912588","doi":"https://doi.org/10.1109/tac.2017.2692180","mag":"2228912588"},"language":"en","primary_location":{"id":"doi:10.1109/tac.2017.2692180","is_oa":false,"landing_page_url":"https://doi.org/10.1109/tac.2017.2692180","pdf_url":null,"source":{"id":"https://openalex.org/S184954342","display_name":"IEEE Transactions on Automatic Control","issn_l":"0018-9286","issn":["0018-9286","1558-2523","2334-3303"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Transactions on Automatic Control","raw_type":"journal-article"},"type":"article","indexed_in":["arxiv","crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://arxiv.org/pdf/1601.00772","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5047167568","display_name":"Eduardo F. Costa","orcid":"https://orcid.org/0000-0002-9067-9234"},"institutions":[{"id":"https://openalex.org/I4210131883","display_name":"Brazilian Society of Computational and Applied Mathematics","ror":"https://ror.org/03kcw4w74","country_code":"BR","type":"other","lineage":["https://openalex.org/I4210131883"]}],"countries":["BR"],"is_corresponding":true,"raw_author_name":"Eduardo F. Costa","raw_affiliation_strings":["Instituto de Ci\u00eancias Mathem\u00e1ticas e de Computa\u00e7\u00e3o, Universidade de S\u00e3o Paulo, S\u00e3o Carlos, Brazil","ICMC-USP - Instituto de Ci\u00eancias Mathem\u00e0ticas e de Computa\u00e7\u00e3o [S\u00e3o Carlos] (Avenida Trabalhador S\u00e3o-carlense, 400 - Centro CEP: 13566-590 - S\u00e3o Carlos - SP - Brazil)"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Instituto de Ci\u00eancias Mathem\u00e1ticas e de Computa\u00e7\u00e3o, Universidade de S\u00e3o Paulo, S\u00e3o Carlos, Brazil","institution_ids":["https://openalex.org/I4210131883"]},{"raw_affiliation_string":"ICMC-USP - Instituto de Ci\u00eancias Mathem\u00e0ticas e de Computa\u00e7\u00e3o [S\u00e3o Carlos] (Avenida Trabalhador S\u00e3o-carlense, 400 - Centro CEP: 13566-590 - S\u00e3o Carlos - SP - Brazil)","institution_ids":["https://openalex.org/I4210131883"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5107390872","display_name":"Beno\u00eete de Saporta","orcid":"https://orcid.org/0000-0003-2509-1431"},"institutions":[{"id":"https://openalex.org/I19894307","display_name":"Universit\u00e9 de Montpellier","ror":"https://ror.org/051escj72","country_code":"FR","type":"education","lineage":["https://openalex.org/I19894307"]},{"id":"https://openalex.org/I4210131512","display_name":"Centre de Recherche Inria Bordeaux - Sud-Ouest","ror":"https://ror.org/03tjcj052","country_code":"FR","type":"government","lineage":["https://openalex.org/I1326498283","https://openalex.org/I4210131512"]},{"id":"https://openalex.org/I1294671590","display_name":"Centre National de la Recherche Scientifique","ror":"https://ror.org/02feahw73","country_code":"FR","type":"funder","lineage":["https://openalex.org/I1294671590"]}],"countries":["FR"],"is_corresponding":false,"raw_author_name":"Benoite de Saporta","raw_affiliation_strings":["Inria Bordeaux Sud Ouest, Team CQFD, Talence, France","Institut Montpelli\u00e9rain Alexander Grothendieck, CNRS, Univ. Montpellier, Montpellier, France","IMAG - Institut Montpelli\u00e9rain Alexander Grothendieck (UMR CNRS 5149 - Universit\u00e9 Montpellier 2, Case courrier 051, 34095 Montpellier cedex 5 - France - France)","CQFD - Quality control and dynamic reliability (200, avenue de la Vieille Tour \r\n33405 Talence cedex - France)"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Inria Bordeaux Sud Ouest, Team CQFD, Talence, France","institution_ids":["https://openalex.org/I4210131512"]},{"raw_affiliation_string":"Institut Montpelli\u00e9rain Alexander Grothendieck, CNRS, Univ. Montpellier, Montpellier, France","institution_ids":["https://openalex.org/I19894307","https://openalex.org/I1294671590"]},{"raw_affiliation_string":"IMAG - Institut Montpelli\u00e9rain Alexander Grothendieck (UMR CNRS 5149 - Universit\u00e9 Montpellier 2, Case courrier 051, 34095 Montpellier cedex 5 - France - France)","institution_ids":["https://openalex.org/I19894307","https://openalex.org/I1294671590"]},{"raw_affiliation_string":"CQFD - Quality control and dynamic reliability (200, avenue de la Vieille Tour \r\n33405 Talence cedex - France)","institution_ids":[]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5047167568"],"corresponding_institution_ids":["https://openalex.org/I4210131883"],"apc_list":null,"apc_paid":null,"fwci":1.249,"has_fulltext":true,"cited_by_count":9,"citation_normalized_percentile":{"value":0.84432344,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":94,"max":97},"biblio":{"volume":"62","issue":"7","first_page":"3567","last_page":"3572"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10711","display_name":"Target Tracking and Data Fusion in Sensor Networks","score":0.9987999796867371,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T10711","display_name":"Target Tracking and Data Fusion in Sensor Networks","score":0.9987999796867371,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10046","display_name":"Stability and Control of Uncertain Systems","score":0.9933000206947327,"subfield":{"id":"https://openalex.org/subfields/2207","display_name":"Control and Systems Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10876","display_name":"Fault Detection and Control Systems","score":0.9926000237464905,"subfield":{"id":"https://openalex.org/subfields/2207","display_name":"Control and Systems Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/markov-chain","display_name":"Markov chain","score":0.6879199743270874},{"id":"https://openalex.org/keywords/estimator","display_name":"Estimator","score":0.6853494644165039},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.648989200592041},{"id":"https://openalex.org/keywords/kalman-filter","display_name":"Kalman filter","score":0.5595157146453857},{"id":"https://openalex.org/keywords/precomputation","display_name":"Precomputation","score":0.5046645402908325},{"id":"https://openalex.org/keywords/linear-system","display_name":"Linear system","score":0.4810750484466553},{"id":"https://openalex.org/keywords/markov-process","display_name":"Markov process","score":0.47300440073013306},{"id":"https://openalex.org/keywords/minimum-mean-square-error","display_name":"Minimum mean square error","score":0.456205815076828},{"id":"https://openalex.org/keywords/variable-order-markov-model","display_name":"Variable-order Markov model","score":0.4318715035915375},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.4288714528083801},{"id":"https://openalex.org/keywords/markov-model","display_name":"Markov model","score":0.42488032579421997},{"id":"https://openalex.org/keywords/filter","display_name":"Filter (signal processing)","score":0.41928961873054504},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.403936505317688},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.3797028958797455},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.3036811947822571},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.17932119965553284},{"id":"https://openalex.org/keywords/computation","display_name":"Computation","score":0.07819509506225586},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.0635465681552887}],"concepts":[{"id":"https://openalex.org/C98763669","wikidata":"https://www.wikidata.org/wiki/Q176645","display_name":"Markov chain","level":2,"score":0.6879199743270874},{"id":"https://openalex.org/C185429906","wikidata":"https://www.wikidata.org/wiki/Q1130160","display_name":"Estimator","level":2,"score":0.6853494644165039},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.648989200592041},{"id":"https://openalex.org/C157286648","wikidata":"https://www.wikidata.org/wiki/Q846780","display_name":"Kalman filter","level":2,"score":0.5595157146453857},{"id":"https://openalex.org/C159379195","wikidata":"https://www.wikidata.org/wiki/Q7239568","display_name":"Precomputation","level":3,"score":0.5046645402908325},{"id":"https://openalex.org/C6802819","wikidata":"https://www.wikidata.org/wiki/Q1072174","display_name":"Linear system","level":2,"score":0.4810750484466553},{"id":"https://openalex.org/C159886148","wikidata":"https://www.wikidata.org/wiki/Q176645","display_name":"Markov process","level":2,"score":0.47300440073013306},{"id":"https://openalex.org/C90652560","wikidata":"https://www.wikidata.org/wiki/Q11091747","display_name":"Minimum mean square error","level":3,"score":0.456205815076828},{"id":"https://openalex.org/C54907487","wikidata":"https://www.wikidata.org/wiki/Q7915688","display_name":"Variable-order Markov model","level":4,"score":0.4318715035915375},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.4288714528083801},{"id":"https://openalex.org/C163836022","wikidata":"https://www.wikidata.org/wiki/Q6771326","display_name":"Markov model","level":3,"score":0.42488032579421997},{"id":"https://openalex.org/C106131492","wikidata":"https://www.wikidata.org/wiki/Q3072260","display_name":"Filter (signal processing)","level":2,"score":0.41928961873054504},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.403936505317688},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.3797028958797455},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.3036811947822571},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.17932119965553284},{"id":"https://openalex.org/C45374587","wikidata":"https://www.wikidata.org/wiki/Q12525525","display_name":"Computation","level":2,"score":0.07819509506225586},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.0635465681552887},{"id":"https://openalex.org/C31972630","wikidata":"https://www.wikidata.org/wiki/Q844240","display_name":"Computer vision","level":1,"score":0.0}],"mesh":[],"locations_count":6,"locations":[{"id":"doi:10.1109/tac.2017.2692180","is_oa":false,"landing_page_url":"https://doi.org/10.1109/tac.2017.2692180","pdf_url":null,"source":{"id":"https://openalex.org/S184954342","display_name":"IEEE Transactions on Automatic Control","issn_l":"0018-9286","issn":["0018-9286","1558-2523","2334-3303"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Transactions on Automatic Control","raw_type":"journal-article"},{"id":"pmh:oai:arXiv.org:1601.00772","is_oa":true,"landing_page_url":"http://arxiv.org/abs/1601.00772","pdf_url":"https://arxiv.org/pdf/1601.00772","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"text"},{"id":"pmh:oai:HAL:hal-01251334v1","is_oa":true,"landing_page_url":"https://hal.science/hal-01251334","pdf_url":"https://hal.science/hal-01251334v1/document","source":{"id":"https://openalex.org/S4306402512","display_name":"HAL (Le Centre pour la Communication Scientifique Directe)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I1294671590","host_organization_name":"Centre National de la Recherche Scientifique","host_organization_lineage":["https://openalex.org/I1294671590"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"IEEE Transactions on Automatic Control, 2017, 62 (7), pp.3567-3572. ⟨10.1109/TAC.2017.2692180⟩","raw_type":"Journal articles"},{"id":"pmh:002864206","is_oa":true,"landing_page_url":"http://dx.doi.org/10.1109/TAC.2017.2692180","pdf_url":null,"source":{"id":"https://openalex.org/S4306402641","display_name":"LA Referencia (Red Federada de Repositorios Institucionales de Publicaciones Cient\u00edficas)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I4383465926","host_organization_name":"LA Referencia","host_organization_lineage":["https://openalex.org/I4383465926"],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"reponame:Reposit\u00f3rio Institucional da USP (Biblioteca Digital da Produ\u00e7\u00e3o Intelectual)","raw_type":"info:eu-repo/semantics/publishedVersion"},{"id":"pmh:oai:oskar-bordeaux.fr:20.500.12278/113953","is_oa":false,"landing_page_url":"https://oskar-bordeaux.fr/handle/20.500.12278/113953","pdf_url":null,"source":{"id":"https://openalex.org/S4306402569","display_name":"Oskar-Bordeaux (Universite de Bordeaux)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"Article de revue"},{"id":"pmh:oai:oskar-bordeaux.fr:20.500.12278/194218","is_oa":false,"landing_page_url":"https://oskar-bordeaux.fr/handle/20.500.12278/194218","pdf_url":null,"source":{"id":"https://openalex.org/S4306402569","display_name":"Oskar-Bordeaux (Universite de Bordeaux)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"Article de revue"}],"best_oa_location":{"id":"pmh:oai:arXiv.org:1601.00772","is_oa":true,"landing_page_url":"http://arxiv.org/abs/1601.00772","pdf_url":"https://arxiv.org/pdf/1601.00772","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"text"},"sustainable_development_goals":[],"awards":[{"id":"https://openalex.org/G4874284699","display_name":null,"funder_award_id":"311290/2013-2","funder_id":"https://openalex.org/F4320322025","funder_display_name":"Conselho Nacional de Desenvolvimento Cient\u00edfico e Tecnol\u00f3gico"}],"funders":[{"id":"https://openalex.org/F4320320883","display_name":"Agence Nationale de la Recherche","ror":"https://ror.org/00rbzpz17"},{"id":"https://openalex.org/F4320320997","display_name":"Funda\u00e7\u00e3o de Amparo \u00e0 Pesquisa do Estado de S\u00e3o Paulo","ror":"https://ror.org/02ddkpn78"},{"id":"https://openalex.org/F4320322025","display_name":"Conselho Nacional de Desenvolvimento Cient\u00edfico e Tecnol\u00f3gico","ror":"https://ror.org/03swz6y49"}],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":8,"referenced_works":["https://openalex.org/W1490978409","https://openalex.org/W1502439507","https://openalex.org/W1993349958","https://openalex.org/W2009986326","https://openalex.org/W2018048519","https://openalex.org/W2058812922","https://openalex.org/W2092551027","https://openalex.org/W2154881838"],"related_works":["https://openalex.org/W2130519334","https://openalex.org/W1985664346","https://openalex.org/W2382132287","https://openalex.org/W3113307220","https://openalex.org/W3164302780","https://openalex.org/W2009656517","https://openalex.org/W2363310627","https://openalex.org/W2048052024","https://openalex.org/W4360597163","https://openalex.org/W2161328464"],"abstract_inverted_index":{"This":[0],"paper":[1],"studies":[2],"optimal":[3],"mean":[4],"square":[5],"error":[6,99],"estimation":[7,98],"for":[8,100,115,133],"discrete-time":[9],"linear":[10,18,58],"systems":[11],"with":[12],"observed":[13],"Markov":[14,54,81],"jump":[15],"parameters.":[16],"New":[17],"estimators":[19],"are":[20,92],"introduced":[21],"by":[22],"considering":[23],"a":[24,44,116],"cluster":[25],"information":[26],"structure":[27],"in":[28,37,43],"the":[29,48,53,57,69,73,86,90,97,107,112,128,131],"filter":[30,71],"design.":[31],"The":[32,83],"set":[33],"of":[34,50,52,88,103,111,135],"filters":[35],"constructed":[36],"this":[38,124],"way":[39],"can":[40],"be":[41],"ordered":[42],"lattice":[45],"according":[46],"to":[47],"refines":[49],"clusters":[51,79,113],"chain,":[55],"including":[56],"Markovian":[59],"estimator":[60],"at":[61,72],"one":[62,66],"end":[63,75],"(with":[64,76],"only":[65],"cluster)":[67],"and":[68,94,109,120,140],"Kalman":[70],"other":[74],"as":[77,80],"many":[78],"states).":[82],"higher":[84],"is":[85,96],"number":[87],"clusters,":[89],"heavier":[91],"precomputations":[93],"smaller":[95],"embedded":[101],"sequences":[102],"partitions":[104],"so":[105],"that":[106],"cardinality":[108],"choice":[110],"allows":[114],"tradeoff":[117],"between":[118],"performance":[119],"computational":[121],"requirements.":[122],"In":[123],"paper,":[125],"we":[126],"propose":[127],"estimator,":[129],"give":[130,141],"formulas":[132],"precomputation":[134],"gains,":[136],"present":[137],"some":[138],"properties,":[139],"an":[142],"illustrative":[143],"numerical":[144],"example.":[145]},"counts_by_year":[{"year":2021,"cited_by_count":3},{"year":2020,"cited_by_count":2},{"year":2019,"cited_by_count":2},{"year":2018,"cited_by_count":2}],"updated_date":"2026-05-07T13:39:58.223016","created_date":"2025-10-10T00:00:00"}