In this paper we obtain the linear minimum mean square estimator (LMMSE) for discrete-time linear systems subject to state and measurement multiplicative noises and Markov jumps on the parameters. It is assumed that the Markov chain is not available. By using geometric arguments we obtain a Kalman t
β¦ LIBER β¦
Linear minimum mean square error estimation for discrete-time Markovian jump linear systems
β Scribed by Costa, O.L.V.
- Book ID
- 118272614
- Publisher
- IEEE
- Year
- 1994
- Tongue
- English
- Weight
- 468 KB
- Volume
- 39
- Category
- Article
- ISSN
- 0018-9286
- DOI
- 10.1109/9.310052
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