Linear minimum mean square error estimation for discrete-time Markovian jump linear systems

DOI10.1109/9.310052zbMath0925.93567OpenAlexW2092551027MaRDI QIDQ4307001

Oswaldo L. V. Costa

Publication date: 8 November 1999

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/9.310052

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05)

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