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

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