Linear minimum mean-square estimation for discrete-time measurement-delay systems with multiplicative noise and Markov jump (Q6920229)
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scientific article; zbMATH DE number 8102521
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| English | Linear minimum mean-square estimation for discrete-time measurement-delay systems with multiplicative noise and Markov jump |
scientific article; zbMATH DE number 8102521 |
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Linear minimum mean-square estimation for discrete-time measurement-delay systems with multiplicative noise and Markov jump (English)
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8 October 2025
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delay systems
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delays
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discrete time systems
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least mean squares methods
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stochastic systems
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Markov processes
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geometry
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Riccati equations
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difference equations
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Lyapunov methods
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stability
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finite-horizon linear minimum mean-square-error estimator
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discrete-time measurement-delay systems
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multiplicative noise
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Markov jump
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state equation
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geometric arguments
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flexible transformations
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Riccati difference equations
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Lyapunov difference equations
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mean square stability
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ergodicity
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Markov chain
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infinite-horizon estimator
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