Finite fast fourier transform filter for discrete linear systems with Markov jump parameters. - Sébastien Allam; François Dufour; Pierre Bertrand (ECC, 1999)

Discrete-time estimation of a Markov chain with marked point process observations. Application to Markovian jump filtering. - Sébastien Allam; François Dufour; Pierre Bertrand (IEEE Trans. Autom. Control., 2001)