Stationary Filter For Continuous-Time Markovian Jump Linear Systems
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Publication:5700553
DOI10.1137/S0363012903436259zbMath1130.93424OpenAlexW2146708154MaRDI QIDQ5700553
Nei C. S. Rocha, Marcelo Dutra Fragoso
Publication date: 28 October 2005
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0363012903436259
Filtering in stochastic control theory (93E11) Linear systems in control theory (93C05) Continuous-time Markov processes on discrete state spaces (60J27)
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