Kalman filtering for linear systems with coefficients driven by a hidden Markov jump process
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Publication:1391289
DOI10.1016/S0167-6911(97)00016-9zbMath0901.93069MaRDI QIDQ1391289
Publication date: 22 July 1998
Published in: Systems \& Control Letters (Search for Journal in Brave)
Kalman filtering; hidden Markov models; finite-dimensional filters; jump process; linear and nonlinear filtering; Markovian switching coefficients
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Cites Work
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