Kalman filtering for linear systems with coefficients driven by a hidden Markov jump process (Q1391289): Difference between revisions
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Revision as of 03:13, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Kalman filtering for linear systems with coefficients driven by a hidden Markov jump process |
scientific article |
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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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