Resumen de A maximum likelihood estimator for switching linear systems with unknown inputs

Luc Meyer, Dalil Ichalal, Vincent Vigneron

• This paper investigates the construction of an estimator for switching linear systems with unknown inputs (UI) and Gaussian noises, in the case of unknown switching sequence. First, a maximum-likelihood switching sequence estimator is constructed. Then, both state and UI estimators are proposed. An example illustrates the theoretical contributions.