• Home
  • Search
  • Stochastic sampling algorithms for state estimation of jump Markov linear systems
  • Cite Icon137
  • https://doi.org/10.1109/9.839943Copy DOI Icon

Stochastic sampling algorithms for state estimation of jump Markov linear systems

Show More
  • Abstract
  • Literature Map
  • References
  • Citations
  • Similar Papers
Abstract

Jump Markov linear systems are linear systems whose parameters evolve with time according to a finite-state Markov chain. Given a set of observations, our aim is to estimate the states of the finite-state Markov chain and the continuous (in space) states of the linear system. The computational cost in computing conditional mean or maximum a posteriori (MAP) state estimates of the Markov chain or the state of the jump Markov linear system grows exponentially in the number of observations. We present three globally convergent algorithms based on stochastic sampling methods for state estimation of jump Markov linear systems. The cost per iteration is linear in the data length. The first proposed algorithm is a data augmentation (DA) scheme that yields conditional mean state estimates. The second proposed scheme is a stochastic annealing (SA) version of DA that computes the joint MAP sequence estimate of the finite and continuous states. Finally, a Metropolis-Hastings DA scheme based on SA is designed to yield the MAP estimate of the finite-state Markov chain. Convergence results of the three above-mentioned stochastic algorithms are obtained. Computer simulations are carried out to evaluate the performances of the proposed algorithms. The problem of estimating a sparse signal developing from a neutron sensor based on a set of noisy data from a neutron sensor and the problem of narrow-band interference suppression in spread spectrum code-division multiple-access (CDMA) systems are considered.

Similar Papers
  • Research Article
  • Citations39

Learning representational invariances for data-efficient action recognition

  • Nov 22, 2022
  • Computer Vision and Image Understanding
  • Yuliang Zou +3
  • Book Chapter
  • Citations567

Learning Data Augmentation Strategies for Object Detection

  • Jan 01, 2020
  • Barret Zoph +5
  • Research Article
  • Citations60

Data Augmentation and Transfer Learning to Improve Generalizability of an Automated Prostate Segmentation Model.

  • Oct 14, 2020
  • AJR. American journal of roentgenology
  • Thomas H Sanford +19
  • Research Article
  • Citations4

Data transforming augmentation for heteroscedastic models

  • Feb 07, 2020
  • Journal of Computational and Graphical Statistics
  • Hyungsuk Tak +4
  • Book Chapter
  • Citations2

An Advanced Data Augmentation Scheme on Limited EEG Signals for Human Emotion Recognition

  • Jan 01, 2023
  • Dwi Wahyu Prabowo +3
  • Research Article
  • Citations14

Leveraging Data Augmentation for Service QoS Prediction in Cyber-physical Systems

  • Mar 08, 2021
  • ACM Transactions on Internet Technology
  • Yuyu Yin +5
  • Research Article
  • Citations13

Influence of Data Augmentation Strategies on the Segmentation of Oral Histological Images Using Fully Convolutional Neural Networks.

  • Apr 03, 2023
  • Journal of digital imaging
  • Dalí F D Dos Santos +3
  • PDF
  • Research Article
  • Citations2

Weighted residual network for SAR automatic target recognition with data augmentation.

  • Dec 19, 2023
  • Frontiers in Neurorobotics
  • Junyu Li +1
  • Research Article
  • Citations5

PhysAug: A Physical-guided and Frequency-based Data Augmentation for Single-Domain Generalized Object Detection

  • Apr 11, 2025
  • Proceedings of the AAAI Conference on Artificial Intelligence
  • Xiaoran Xu +5
  • Research Article
  • Citations15

YOLOv8-Based Drone Detection: Performance Analysis and Optimization

  • Sep 17, 2024
  • Computers
  • Betul Yilmaz +1
  • Research Article
  • Citations13

Regularization graph convolutional networks with data augmentation

  • Jan 12, 2021
  • Neurocomputing
  • Xiuzhi Tian +4
  • Conference Article
  • Citations1

Glioma Segmentation Strategies in 5G Teleradiology

  • Apr 01, 2020
  • Xiangchuan Gao +6
  • Research Article

English

  • Aug 31, 2024
  • International Journal of Electronics and Communication Engineering
  • Mohanalakshmi S +3
  • PDF
  • Research Article
  • Citations76

A Perlin Noise-Based Augmentation Strategy for Deep Learning with Small Data Samples of HRCT Images

  • Dec 01, 2018
  • Scientific Reports
  • Hyun-Jin Bae +6
  • Research Article
  • Citations24

Enhanced Indonesian Ethnic Speaker Recognition using Data Augmentation Deep Neural Network

  • Apr 23, 2021
  • Journal of King Saud University - Computer and Information Sciences
  • Kristiawan Nugroho +4
Cactus Communications logo

Copyright 2026 Cactus Communications. All rights reserved.