Recursive estimation for Markov jump linear systems with unknown transition probabilities: a compensation approach
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Publication:285758
DOI10.1016/j.jfranklin.2016.02.001zbMath1336.93157OpenAlexW2284475787MaRDI QIDQ285758
Publication date: 19 May 2016
Published in: Journal of the Franklin Institute (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jfranklin.2016.02.001
Markov jump linear systemsrecursive estimationminimum mean square error estimationunknown transition probabilities
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