State estimation for discrete-time Markov jump linear systems with time-correlated and mode-dependent measurement noise (Q1679825)

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State estimation for discrete-time Markov jump linear systems with time-correlated and mode-dependent measurement noise
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    State estimation for discrete-time Markov jump linear systems with time-correlated and mode-dependent measurement noise (English)
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    22 November 2017
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    state estimation
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    discrete-time systems
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    Markov jump linear systems
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    time-correlated and mode-dependent measurement noise
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    minimum mean-square error
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