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

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scientific article; zbMATH DE number 707162
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The filtering problem for continuous-time linear systems with Markovian switching coefficients
scientific article; zbMATH DE number 707162

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    The filtering problem for continuous-time linear systems with Markovian switching coefficients (English)
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    2 January 1995
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    jump parameters
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    linear hybrid systems
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    nonlinear filtering
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    finite optimal filter
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    continuous-time
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