Recursive estimation for Markov jump linear systems with unknown transition probabilities: a compensation approach
DOI10.1016/J.JFRANKLIN.2016.02.001zbMATH Open1336.93157OpenAlexW2284475787MaRDI QIDQ285758FDOQ285758
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
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- scientific article
recursive estimationMarkov jump linear systemsminimum mean square error estimationunknown transition probabilities
Linear systems in control theory (93C05) Estimation and detection in stochastic control theory (93E10) Least squares and related methods for stochastic control systems (93E24)
Cites Work
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