The filtering problem for continuous-time linear systems with Markovian switching coefficients (Q5906641): Difference between revisions

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+Finite dimensional optimal filters for a class of ltô- processes with jumping parameters
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+Finite optimal filters for a class of nonlinear diffusions with jumping parameters
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+An image-based filter for discrete-time Markovian jump linear systems
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+Nonlinear filtering for systems with random structure
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+Hybrid adaptive control
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+Relative semi-invariants in the filtration of processes with step components
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