Iterative algorithms for state estimation of jump Markov linear systems
Jump Markov linear systems (JMLS) are linear systems whose parameters evolve with time according to a finite state Markov chain. Given a set of observations, our aim is to estimate the states of the finite state Markov chain and the continuous (in space) states of the linear system. In this paper, w...
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| Format: | Journal article |
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2001
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