Robert J. Elliott, W. Paul Malcolm. Robust M-ary detection filters and smoothers for continuous-time jump Markov systems. IEEE Trans. Automat. Contr., 49(7):1046-1055, 2004. [doi]
@article{ElliottM04,
title = {Robust M-ary detection filters and smoothers for continuous-time jump Markov systems},
author = {Robert J. Elliott and W. Paul Malcolm},
year = {2004},
doi = {10.1109/TAC.2004.831188},
url = {http://dx.doi.org/10.1109/TAC.2004.831188},
researchr = {https://researchr.org/publication/ElliottM04},
cites = {0},
citedby = {0},
journal = {IEEE Trans. Automat. Contr.},
volume = {49},
number = {7},
pages = {1046-1055},
}