Approximate Kalman-Bucy Filter for Continuous-Time Semi-Markov Jump Linear Systems.

Benoîte de Saporta Eduardo F. Costa

Published in: IEEE Trans. Autom. Control. (2016)

Keyphrases

linear systems
semi markov
dynamical systems
filtering algorithm
markov chain
sufficient conditions
conditional random fields
coefficient matrix
state space
sparse linear systems
machine learning
real time
search space