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

DOI10.1016/S0947-3580(11)70599-4zbMath1237.93173OpenAlexW1972199639MaRDI QIDQ647188

Ming Liu, Peng Shi

Publication date: 1 December 2011

Published in: European Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0947-3580(11)70599-4

zbMATH Keywords

additive noise (Wiener process)continuous-time linear Markovian jumps systemsdynamic linear filteringmode-independent filtering

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear systems in control theory (93C10)

Related Items (3)

Disturbance attraction domain estimation for saturated Markov jump systems with truncated Gaussian process ⋮ Finite-time \(H_\infty\) control for time-delayed stochastic systems with Markovian switching ⋮ Adaptive control of stochastic nonlinear systems with Markovian switching

Cites Work

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• Robust Kalman filter design for Markovian jump linear systems with norm-bounded unknown nonlinearities
• Delay-dependent filtering design for time-delay systems with Markovian jumping parameters
• Exact finite-dimensional filters for certain diffusions with nonlinear drift
• Kalman filtering for continuous-time uncertain systems with Markovian jumping parameters
• Mode-Independent ${\cal H}_{\infty}$ Filters for Markovian Jump Linear Systems
• Robust kalman filtering for continuous time-lag systems with markovian jump parameters

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