Pages that link to "Item:Q5967070"
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The following pages link to The filtering problem for continuous-time linear systems with Markovian switching coefficients (Q5967070):
Displaying 7 items.
- Maximal solution to algebraic Riccati equations linked to infinite Markov jump linear systems (Q948949) (← links)
- Guaranteed performance robust Kalman filter for continuous-time Markovian jump nonlinear system with uncertain noise (Q1023223) (← links)
- Kalman filtering for linear systems with coefficients driven by a hidden Markov jump process (Q1391289) (← links)
- Lyapunov coupled equations for continuous-time infinite Markov jump linear systems (Q1856857) (← links)
- Robust Kalman filtering for discrete-time Markovian jump systems with parameter uncertainty (Q1877195) (← links)
- An image-based filter for discrete-time Markovian jump linear systems (Q1911257) (← links)
- Reduced-order filtering of jump Markov systems with noise-free measurements (Q5942729) (← links)
