Filtering \(\mathcal{S}\)-coupled algebraic Riccati equations for discrete-time Markov jump systems (Q1679073)

From MaRDI portal





scientific article; zbMATH DE number 6803920
Language Label Description Also known as
default for all languages
No label defined
    English
    Filtering \(\mathcal{S}\)-coupled algebraic Riccati equations for discrete-time Markov jump systems
    scientific article; zbMATH DE number 6803920

      Statements

      Filtering \(\mathcal{S}\)-coupled algebraic Riccati equations for discrete-time Markov jump systems (English)
      0 references
      0 references
      8 November 2017
      0 references
      filtering problems
      0 references
      optimal filtering
      0 references
      Riccati equations
      0 references
      stochastic jump processes
      0 references
      Markov models
      0 references
      discrete-time systems
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references

      Identifiers

      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references