Generalized innovation and inference algorithms for hidden mode switched linear stochastic systems with unknown inputs

Sze Zheng Yong, Minghui Zhu, Emilio Frazzoli. Generalized innovation and inference algorithms for hidden mode switched linear stochastic systems with unknown inputs. In 53rd IEEE Conference on Decision and Control, CDC 2014, Los Angeles, CA, USA, December 15-17, 2014. pages 3388-3394, IEEE, 2014. [doi]

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