IEEE - Institute of Electrical and Electronics Engineers, Inc. - Optimal stationary linear filtering for systems with Markov switching parameters

Proceedings of 32nd IEEE Conference on Decision and Control

Author(s): Costa, O.L.V.
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 January 1993
Conference Location: San Antonio, TX, USA
Conference Date: 15 December 1993
ISBN (Paper): 0-7803-1298-8
DOI: 10.1109/CDC.1993.325031
Regular:

The stationary minimum mean square error estimator for discrete time linear systems with Markov switching parameters is considered for the case when the output sequence and mode of operation of... View More

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