Explicit Causal Recursive Estimators for Continuous-Time Bivariate Markov Chains

DOI10.1109/TSP.2014.2314434MaRDI QIDQ4579213zbMATH OpenOpenAlexFDO

Authors Brian L. Mark, Yariv Ephraim

Publication date 22 August 2018

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tsp.2014.2314434

Mathematics Subject Classification ID

Continuous-time Markov processes on discrete state spaces (60J27) Markov processes: estimation; hidden Markov models (62M05)

Cited in

(1)

• Mixed \(H_{2}/H_{\infty}\) control of Markovian jump time-delay systems with uncertain transition probabilities

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