Linear minimum mean square filter for discrete-time linear systems with Markov jumps and multiplicative noises

Oswaldo Luiz V. Costa, Guilherme R. A. M. Benites. Linear minimum mean square filter for discrete-time linear systems with Markov jumps and multiplicative noises. Automatica, 47(3):466-476, 2011. [doi]

Authors

Oswaldo Luiz V. Costa

This author has not been identified. Look up 'Oswaldo Luiz V. Costa' in Google

Guilherme R. A. M. Benites

This author has not been identified. Look up 'Guilherme R. A. M. Benites' in Google