# State estimation of discrete-time Markov jump linear systems based on linear minimum mean-square error estimate

@article{Liu2010StateEO, title={State estimation of discrete-time Markov jump linear systems based on linear minimum mean-square error estimate}, author={Wei Liu}, journal={2010 Chinese Control and Decision Conference}, year={2010}, pages={3289-3294} }

This paper considers state estimation problem for discrete-time Markov jump linear systems. For this, two algorithm are presented. The first algorithm is an optimal algorithm of state estimation in the sense of linear minimum mean-square error estimate, which requires an ever-increasing computation and storage load with the length of the noise observation sequence. The second algorithm is a suboptimal algorithm which is proposed to reduce the computation and storage load of the optimal… CONTINUE READING

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