Pages that link to "Item:Q5221180"
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The following pages link to Optimal linear mean square filter for the operation mode of continuous‐time Markovian jump linear systems (Q5221180):
Displaying 8 items.
- On the filtering problem for continuous-time Markov jump linear systems with no observation of the Markov chain (Q647187) (← links)
- Discussion on: ``On the filtering problem for continuous-time Markov jump linear systems with no observation of the Markov chain'' (Q647188) (← links)
- A convex optimization approach to filtering in jump linear systems with state dependent transitions (Q983944) (← links)
- On the performance of Kalman filter for Markov jump linear systems with mode mismatch (Q2697725) (← links)
- Stationary filter for linear minimum mean square error estimator of discrete-time Markovian jump systems (Q5267118) (← links)
- Linear Minimum Mean Square Filters for Markov Jump Linear Systems (Q5358644) (← links)
- Hidden Markov model‐based ℋ<sub>∞</sub> control for singular Markov jump systems under denial of service attacks (Q6197967) (← links)
- Stochastic stability robustness and <i>H</i> <sub>2</sub> performance robustness of continuous-time Markovian jump linear systems with uncertain transition rates via μ analysis (Q6666662) (← links)
