Recursive linear optimal filter for Markovian jump linear systems with multi-step correlated noises and multiplicative random parameters (Q5025795)
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scientific article; zbMATH DE number 7469977
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| English | Recursive linear optimal filter for Markovian jump linear systems with multi-step correlated noises and multiplicative random parameters |
scientific article; zbMATH DE number 7469977 |
Statements
Recursive linear optimal filter for Markovian jump linear systems with multi-step correlated noises and multiplicative random parameters (English)
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7 February 2022
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recursive linear optimal filter
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Markovian jump linear systems
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noise correlation
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multiplicative random parameters
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orthogonal projection
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0.8158308863639832
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0.8054412007331848
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0.8039150834083557
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0.7998323440551758
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