Robust mode-independent filtering for discrete-time Markov jump linear systems with multiplicative noises

Oswaldo Luiz V. Costa, Guilherme R. A. M. Benites. Robust mode-independent filtering for discrete-time Markov jump linear systems with multiplicative noises. Int. J. Control, 86(5):779-793, 2013. [doi]

@article{CostaB13-2,
  title = {Robust mode-independent filtering for discrete-time Markov jump linear systems with multiplicative noises},
  author = {Oswaldo Luiz V. Costa and Guilherme R. A. M. Benites},
  year = {2013},
  doi = {10.1080/00207179.2012.760047},
  url = {http://dx.doi.org/10.1080/00207179.2012.760047},
  researchr = {https://researchr.org/publication/CostaB13-2},
  cites = {0},
  citedby = {0},
  journal = {Int. J. Control},
  volume = {86},
  number = {5},
  pages = {779-793},
}