Stationary Filter For Continuous-Time Markovian Jump Linear Systems. - Marcelo D. Fragoso; Nei C. S. Rocha (SIAM J. Control. Optim., 2005)

Optimal linear mean square filter for continuous-time jump linear systems. - Marcelo D. Fragoso; Oswaldo L. V. Costa; Jack Baczynski; Nei C. S. Rocha (IEEE Trans. Autom. Control., 2005)