Pages that link to "Item:Q1391289"

The following pages link to Kalman filtering for linear systems with coefficients driven by a hidden Markov jump process (Q1391289):

Displaying 12 items.

• Optimal state filtering of controllable systems with random structure (Q465293) (← links)
• The Wonham filter under uncertainty: A game-theoretic approach (Q540194) (← links)
• Minimax estimation in systems of observation with Markovian chains by integral criterion (Q544773) (← links)
• Robust peak-to-peak filtering for Markov jump systems (Q1048849) (← links)
• Optimal filtering of discrete-time hybrid systems (Q1281967) (← links)
• Optimal investment in markets with over and under-reaction to information (Q1679555) (← links)
• Analytical-numerical approximations of the optimal recurrent logical -- dynamical low order filter-predictor (Q1742384) (← links)
• Flow control as a stochastic optimal control problem with incomplete information (Q2388218) (← links)
• Reduced-order \(H_{\infty}\) filtering for linear systems with Markovian jump parameters (Q2504571) (← links)
• Decision-control mechanism for Markovian jump linear systems with Gaussian noise (Q2808506) (← links)
• State estimation of stochastic systems with switching measurements: A polynomial approach (Q2928289) (← links)
• Intelligent dynamic practical-sliding-mode control for singular Markovian jump systems (Q6195177) (← links)