Title of article
Kalman filtering for linear systems with coefficients driven by a hidden Markov jump process
Author/Authors
Boris M. Miller، نويسنده , , Wolfgang J. Runggaldier، نويسنده ,
Issue Information
ماهنامه با شماره پیاپی سال 1997
Pages
10
From page
93
To page
102
Keywords
Linear and nonlinear filtering , Hidden Markov models , Markovian switching coefficients , Kalman filtering , Finite-dimensional filters
Journal title
Systems and Control Letters
Serial Year
1997
Journal title
Systems and Control Letters
Record number
141385
Link To Document