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