Discussion on: ``On the filtering problem for continuous-time Markov jump linear systems with no observation of the Markov chain'' (Q647188): Difference between revisions

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Language	Label	Description	Also known as
English	Discussion on: ``On the filtering problem for continuous-time Markov jump linear systems with no observation of the Markov chain''	scientific article

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scholarly article

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title

Discussion on: ``On the filtering problem for continuous-time Markov jump linear systems with no observation of the Markov chain'' (English)

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European Journal of Control

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publication date

1 December 2011

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zbMATH Keywords

dynamic linear filtering

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continuous-time linear Markovian jumps systems

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additive noise (Wiener process)

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mode-independent filtering

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MaRDI profile type

MaRDI publication profile

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cites work

On the filtering problem for continuous-time Markov jump linear systems with no observation of the Markov chain

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Exact finite-dimensional filters for certain diffusions with nonlinear drift

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Q4296272

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Mode-Independent ${\cal H}_{\infty}$ Filters for Markovian Jump Linear Systems

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Design of $H_\infty $ filter for Markov jumping linear systems with non-accessible mode information

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$\mathcal H_{\infty}$ filtering for 2D Markovian jump systems

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Delay-dependent filtering design for time-delay systems with Markovian jumping parameters

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Robust Kalman filter design for Markovian jump linear systems with norm-bounded unknown nonlinearities

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Robust kalman filtering for continuous time-lag systems with markovian jump parameters

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Kalman filtering for continuous-time uncertain systems with Markovian jumping parameters

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full work available at URL

https://doi.org/10.1016/s0947-3580(11)70599-4

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Identifiers

zbMATH Open document ID

1237.93173

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DOI

10.1016/S0947-3580(11)70599-4

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:647188

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+MaRDI publication profile
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+Normal rank
@@ Property / cites work @@
+On the filtering problem for continuous-time Markov jump linear systems with no observation of the Markov chain
+Normal rank
@@ Property / cites work @@
+Exact finite-dimensional filters for certain diffusions with nonlinear drift
+Normal rank
@@ Property / cites work @@
+Q4296272
@@ Property / cites work: Q4296272 / rank @@
+Normal rank
@@ Property / cites work @@
+Mode-Independent ${\cal H}_{\infty}$ Filters for Markovian Jump Linear Systems
+Normal rank
@@ Property / cites work @@
+Design of \(H_\infty \) filter for Markov jumping linear systems with non-accessible mode information
+Normal rank
@@ Property / cites work @@
+\(\mathcal H_{\infty}\) filtering for 2D Markovian jump systems
+Normal rank
@@ Property / cites work @@
+Delay-dependent filtering design for time-delay systems with Markovian jumping parameters
+Normal rank
@@ Property / cites work @@
+Robust Kalman filter design for Markovian jump linear systems with norm-bounded unknown nonlinearities
+Normal rank
@@ Property / cites work @@
+Robust kalman filtering for continuous time-lag systems with markovian jump parameters
+Normal rank
@@ Property / cites work @@
+Kalman filtering for continuous-time uncertain systems with Markovian jumping parameters
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/s0947-3580(11)70599-4
+Normal rank
@@ Property / OpenAlex ID @@
+W1972199639
@@ Property / OpenAlex ID: W1972199639 / rank @@
+Normal rank