Fast array algorithm for filtering of Markovian jump linear systems
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Publication:4908484
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Cites work
- scientific article; zbMATH DE number 1226464 (Why is no real title available?)
- Array Algorithm for Filtering of Discrete-Time Markovian Jump Linear Systems
- Controllability, stabilizability, and continuous-time Markovian jump linear quadratic control
- Discrete-time LQ-optimal control problems for infinite Markov jump parameter systems
- Efficient particle filtering for jump markov systems. Application to time-varying autoregressions
- Information Filtering and Array Algorithms for Discrete-Time Markovian Jump Linear Systems
- Optimal control for continuous-time linear quadratic problems with infinite Markov jump parameters
- Recursive algorithms for estimation of hidden Markov models and autoregressive models with Markov regime
- Robust linear filtering for discrete-time hybrid Markov linear systems
- Stability results for discrete-time linear systems with Markovian jumping parameters
- Stationary filter for linear minimum mean square error estimator of discrete-time Markovian jump systems
- Weak detectability and the linear-quadratic control problem of discrete-time Markov jump linear systems
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