Spectral Bayesian estimation for general stochastic hybrid systems
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Publication:2184532
DOI10.1016/j.automatica.2020.108989zbMath1442.93044arXiv2003.01201MaRDI QIDQ2184532
Publication date: 29 May 2020
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2003.01201
93E11: Filtering in stochastic control theory
93C20: Control/observation systems governed by partial differential equations
93C30: Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems)
35Q84: Fokker-Planck equations
Uses Software