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]

@article{ZhangN21-0,
  title = {On the Performance of Kalman Filter for Markov Jump Linear Systems with Mode Mismatch},
  author = {Wenji Zhang and Balasubramaniam Natarajan},
  year = {2021},
  doi = {10.1007/s00034-020-01545-0},
  url = {https://doi.org/10.1007/s00034-020-01545-0},
  researchr = {https://researchr.org/publication/ZhangN21-0},
  cites = {0},
  citedby = {0},
  journal = {CSSP},
  volume = {40},
  number = {4},
  pages = {1720-1742},
}