filtering for discrete-time Markovian jump linear systems with partly unknown transition probabilities.

Lixian Zhang El Kébir Boukas

Published in: Autom. (2009)

Keyphrases

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