Recursive estimation for Markov jump linear systems with unknown transition probabilities: a compensation approach
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Cites work
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- Risk-sensitive filtering for jump Markov linear systems
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- Stochastic models, estimation, and control. Vol. 1
- The interacting multiple model algorithm for systems with Markovian switching coefficients
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Cited in
(4)- A Kullback-Leibler-based IMM information filter for the jump Markov system with unknown noise
- Bayesian estimation for jump Markov linear systems with non-homogeneous transition probabilities
- scientific article; zbMATH DE number 1969642 (Why is no real title available?)
- Parameter estimation for jump Markov linear systems
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