Kalman filtering for linear systems with coefficients driven by a hidden Markov jump process (Q1391289): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/s0167-6911(97)00016-9 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2058812922 / rank | |||
Normal rank |
Latest revision as of 10:33, 30 July 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 |
Statements
Kalman filtering for linear systems with coefficients driven by a hidden Markov jump process (English)
0 references
22 July 1998
0 references
linear and nonlinear filtering
0 references
finite-dimensional filters
0 references
hidden Markov models
0 references
Markovian switching coefficients
0 references
Kalman filtering
0 references
jump process
0 references
0 references