This paper proposes an interacting multi-model (IMM) tracking algorithm based on the adaptive Markov transition probability matrix, which can be utilized in radar systems for maneuvering target ...

Research Article Mathematics A CLASS OF MARKOV PROCESSES ASSOCIATED WITH NONLINEAR PARABOLIC EQUATIONS H. P. McKean, Jr. Authors Info & Affiliations December 15, 1966 56 (6) 1907-1911 ...

Discrete coupled Riccati matrix equations, which play an important role in the analysis and design of discrete-time Markov jump systems of control theory, have been studied extensively. In Li et al.