Linear minimum mean square filter for discrete-time linear systems with Markov jumps and multiplicative noises (Q716120): Difference between revisions
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English | Linear minimum mean square filter for discrete-time linear systems with Markov jumps and multiplicative noises |
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Linear minimum mean square filter for discrete-time linear systems with Markov jumps and multiplicative noises (English)
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19 April 2011
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filtering theory
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Kalman filters
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multiplicative noise
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jump process
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Riccati equations
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