State estimation for discrete-time Markov jump linear systems with time-correlated and mode-dependent measurement noise

Wei Liu, Peng Shi, Jeng-Shyang Pan. State estimation for discrete-time Markov jump linear systems with time-correlated and mode-dependent measurement noise. Automatica, 85:9-21, 2017. [doi]

@article{LiuSP17,
  title = {State estimation for discrete-time Markov jump linear systems with time-correlated and mode-dependent measurement noise},
  author = {Wei Liu and Peng Shi and Jeng-Shyang Pan},
  year = {2017},
  doi = {10.1016/j.automatica.2017.07.025},
  url = {https://doi.org/10.1016/j.automatica.2017.07.025},
  researchr = {https://researchr.org/publication/LiuSP17},
  cites = {0},
  citedby = {0},
  journal = {Automatica},
  volume = {85},
  pages = {9-21},
}