A numerical method for state estimation of continuous time Markov jump linear systems

Eduardo F. Costa, Benoîte de Saporta. A numerical method for state estimation of continuous time Markov jump linear systems. In 53rd IEEE Conference on Decision and Control, CDC 2014, Los Angeles, CA, USA, December 15-17, 2014. pages 6371-6376, IEEE, 2014. [doi]

Authors

Eduardo F. Costa

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Benoîte de Saporta

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