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]

@inproceedings{CostaS14,
  title = {A numerical method for state estimation of continuous time Markov jump linear systems},
  author = {Eduardo F. Costa and Benoîte de Saporta},
  year = {2014},
  doi = {10.1109/CDC.2014.7040388},
  url = {http://dx.doi.org/10.1109/CDC.2014.7040388},
  researchr = {https://researchr.org/publication/CostaS14},
  cites = {0},
  citedby = {0},
  pages = {6371-6376},
  booktitle = {53rd IEEE Conference on Decision and Control, CDC 2014, Los Angeles, CA, USA, December 15-17, 2014},
  publisher = {IEEE},
  isbn = {978-1-4799-7746-8},
}