Recursive linear optimal filter for Markovian jump linear systems with multi-step correlated noises and multiplicative random parameters
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Cites work
- ?? filtering for discrete-time linear systems with Markovian jumping parameters?
- A Gaussian approximation recursive filter for nonlinear systems with correlated noises
- A multiple model multiple hypothesis filter for Markovian switching systems
- Array Algorithm for Filtering of Discrete-Time Markovian Jump Linear Systems
- Delay-dependent stability and dissipativity analysis of generalized neural networks with Markovian jump parameters and two delay components
- Distributed fusion estimation with square-root array implementation for Markovian jump linear systems with random parameter matrices and cross-correlated noises
- Exponential $H_{\infty}$ Filtering for Singular Markovian Jump Systems With Mixed Mode-Dependent Time-Varying Delay
- Fuzzy model-based asynchronous \(H_\infty\) filter design of discrete-time Markov jump systems
- Generalized \(H_2\) fault detection for two-dimensional Markovian jump systems
- Hidden Markov processes
- scientific article; zbMATH DE number 2136426 (Why is no real title available?)
- Information Filtering and Array Algorithms for Discrete-Time Markovian Jump Linear Systems
- Linear minimum mean square error estimation for discrete-time Markovian jump linear systems
- Linear minimum mean square filter for discrete-time linear systems with Markov jumps and multiplicative noises
- Minimum upper-bound filter of Markovian jump linear systems with generalized unknown disturbances
- Optimal filtering for networked systems with stochastic sensor gain degradation
- Optimal linear filter design for systems with correlation in the measurement matrices and noises: recursive algorithm and applications
- Optimal State Estimation for Discrete-Time Markovian Jump Linear Systems, in the Presence of Delayed Output Observations
- Passivity-Based Asynchronous Sliding Mode Control for Delayed Singular Markovian Jump Systems
- Robust mode-independent filtering for discrete-time Markov jump linear systems with multiplicative noises
- Robust peak-to-peak filtering for Markov jump systems
- Stationary filter for linear minimum mean square error estimator of discrete-time Markovian jump systems
Cited in
(5)- State estimation for discrete-time Markov jump linear systems with time-correlated and mode-dependent measurement noise
- A mean-field formulation for the mean-variance control of discrete-time linear systems with multiplicative noises
- Sequential fusion estimation for Markov jump systems with heavy-tailed noises
- A novel Gaussian filter framework for nonlinear stochastic system with one-step delayed measurement and correlated noise
- Upper bound filter under interval constraints and multiplicative noises
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