A bound for the error covariance of the recursive Kalman filter with Markov jump parameters (2008)

First Author: Costa E
Attributed to:  Nonlinear observation theory with applications to Markov jump systems funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1109/cdc.2008.4738843

Publication URI: http://dx.doi.org/10.1109/cdc.2008.4738843

Type: Conference/Paper/Proceeding/Abstract

ISBN: 978-1-4244-3123-6