On the Performance of Kalman Filter for Markov Jump Linear Systems with Mode Mismatch

Wenji Zhang, Balasubramaniam Natarajan. On the Performance of Kalman Filter for Markov Jump Linear Systems with Mode Mismatch. CSSP, 40(4):1720-1742, 2021. [doi]

Authors

Wenji Zhang

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Balasubramaniam Natarajan

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