Recursive estimation for Markov jump linear systems with unknown transition probabilities: A compensation approach.

Shunyi Zhao Fei Liu

Published in: J. Frankl. Inst. (2016)

Keyphrases

markov chain
linear systems
transition probabilities
sufficient conditions
markov process
markov model
dynamical systems
state space
sparse linear systems
random walk
coefficient matrix
markov models
interior point methods
machine learning
search algorithm
pid controller