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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.
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
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PubType: Academic Journal
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        Value: 10.1049/iet-cta.2014.0590
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      – Code: eng
        Text: English
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              Text: 2015
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