State and mode estimation for discrete-time jump Markov systems
François Dufour (),
Robert Elliott and
W.P. Malcolm
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François Dufour: GREThA - Groupe de Recherche en Economie Théorique et Appliquée - UB - Université de Bordeaux - CNRS - Centre National de la Recherche Scientifique
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Date: 2005
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Published in SIAM Journal on Control and Optimization, 2005, 44 (3), pp.1081-1104
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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-00404955
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