Pages that link to "Item:Q1391289"
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The following pages link to Kalman filtering for linear systems with coefficients driven by a hidden Markov jump process (Q1391289):
Displayed 6 items.
- 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)
- 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)