State and Mode Estimation for Discrete-Time Jump Markov Systems
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Publication:5700564
DOI10.1137/S0363012904442628zbMath1130.93423OpenAlexW2598219059MaRDI QIDQ5700564
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Publication date: 28 October 2005
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0363012904442628
Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Data smoothing in stochastic control theory (93E14)
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