Kalman filtering for linear systems with coefficients driven by a hidden Markov jump process

Boris M. Miller، نويسنده , , Wolfgang J. Runggaldier، نويسنده ,

ماهنامه با شماره پیاپی سال 1997

10

93

102

Linear and nonlinear filtering , Hidden Markov models , Markovian switching coefficients , Kalman filtering , Finite-dimensional filters

Systems and Control Letters

1997

Systems and Control Letters

141385