Linear Minimum Mean Square Filters for Markov Jump Linear Systems
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Publication:5358644
DOI10.1109/TAC.2017.2692180zbMath1370.93270arXiv1601.00772MaRDI QIDQ5358644
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Publication date: 21 September 2017
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1601.00772
Filtering in stochastic control theory (93E11) Markov processes: estimation; hidden Markov models (62M05) Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35)
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