Recursive estimation of transition probabilities for jump Markov linear systems under minimum Kullback-Leibler divergence criterion.
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| Title: | Recursive estimation of transition probabilities for jump Markov linear systems under minimum Kullback-Leibler divergence criterion. |
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| Authors: | Rui Guo1, Mingwei Shen1, Huang, Defeng (David)2, Xinghui Yin1, Lizhong Xu1 lzhxu@hhu.edu.cn |
| Source: | IET Control Theory & Applications (Wiley-Blackwell). 2015, Vol. 9 Issue 17, p2491-2499. 9p. |
| Database: | Mathematics Source |
| ISSN: | 17518644 |
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| DOI: | 10.1049/iet-cta.2014.0590 |
