Pages that link to "Item:Q5700564"
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The following pages link to State and Mode Estimation for Discrete-Time Jump Markov Systems (Q5700564):
Displayed 10 items.
- A novel truncated approximation based algorithm for state estimation of discrete-time Markov jump linear systems (Q551584) (← links)
- Stabilization of Markov jump linear systems using quantized state feedback (Q608479) (← links)
- A maximum-likelihood Kalman filter for switching discrete-time linear systems (Q620602) (← links)
- State estimation for discrete-time Markov jump linear systems with time-correlated and mode-dependent measurement noise (Q1679825) (← links)
- Optimal mean-variance control for discrete-time linear systems with Markovian jumps and multiplicative noises (Q1941253) (← links)
- State estimation of stochastic systems with switching measurements: A polynomial approach (Q2928289) (← links)
- Luenberger observers for switching discrete-time linear systems (Q3542939) (← links)
- Stochastic Detectability and Mean Bounded Error Covariance of the Recursive Kalman Filter with Markov Jump Parameters (Q5305275) (← links)
- Discrete-time mean variance optimal control of linear systems with Markovian jumps and multiplicative noise (Q5323281) (← links)
- Discussion on “Optimal Sequential Surveillance for Finance, Public Health, and Other Areas” by Marianne Frisén (Q5897001) (← links)