Robert J. Elliott, Francois Dufour, W. Paul Malcolm. State and Mode Estimation for Discrete-Time Jump Markov Systems. SIAM J. Control and Optimization, 44(3):1081-1104, 2005. [doi]
@article{ElliottDM05,
title = {State and Mode Estimation for Discrete-Time Jump Markov Systems},
author = {Robert J. Elliott and Francois Dufour and W. Paul Malcolm},
year = {2005},
doi = {10.1137/S0363012904442628},
url = {http://dx.doi.org/10.1137/S0363012904442628},
tags = {Markov},
researchr = {https://researchr.org/publication/ElliottDM05},
cites = {0},
citedby = {0},
journal = {SIAM J. Control and Optimization},
volume = {44},
number = {3},
pages = {1081-1104},
}