Stochastic Detectability and Mean Bounded Error Covariance of the Recursive Kalman Filter with Markov Jump Parameters

DOI10.1080/07362990903546371zbMath1186.93072OpenAlexW1987927358MaRDI QIDQ5305275

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Publication date: 19 March 2010

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362990903546371

zbMATH Keywords

Kalman filteringstochastic systemsdetectabilityMarkov jump systems

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Controllability, observability, and system structure (93B99)

Cites Work

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