Recursive estimation of transition probabilities for jump Markov linear systems under minimum Kullback–Leibler divergence criterion.

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Bibliographic Details
Title: Recursive estimation of transition probabilities for jump Markov linear systems under minimum Kullback–Leibler divergence criterion.
Authors: Guo, Rui1 (AUTHOR), Shen, Mingwei1 (AUTHOR), Huang, Defeng (David)2 (AUTHOR), Yin, Xinghui1 (AUTHOR), Xu, Lizhong1 (AUTHOR) lzhxu@hhu.edu.cn
Source: IET Control Theory & Applications (Wiley-Blackwell). Nov2015, Vol. 9 Issue 17, p2491-2499. 9p.
Database: Mathematics Source
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