Kalman filtering for linear systems with coefficients driven by a hidden Markov jump process (Q1391289): Difference between revisions

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Latest revision as of 11:33, 30 July 2024

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Kalman filtering for linear systems with coefficients driven by a hidden Markov jump process
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    Kalman filtering for linear systems with coefficients driven by a hidden Markov jump process (English)
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    22 July 1998
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    linear and nonlinear filtering
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    finite-dimensional filters
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    hidden Markov models
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    Markovian switching coefficients
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    Kalman filtering
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    jump process
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