Robust Kalman filter of continuous-time Markov jump linear systems based on state estimation performance
Author:
Publisher
Informa UK Limited
Subject
Computer Science Applications,Theoretical Computer Science,Control and Systems Engineering
Link
http://www.tandfonline.com/doi/pdf/10.1080/00207720701597456
Reference18 articles.
1. Solution and asymptotic behavior of coupled Riccati equations in jump linear systems
2. Minimax robust deconvolution filters under stochastic parametric and noise uncertainties
3. The filtering problem for continuous-time linear systems with Markovian switching coefficients
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