Optimal filtering of discrete-time hybrid systems
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Publication:1281967
DOI10.1023/A:1021768915444zbMath0926.93064OpenAlexW59708634MaRDI QIDQ1281967
Publication date: 13 September 1999
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1021768915444
Related Items
An online sequential algorithm for the estimation of transition probabilities for jump Markov linear systems, Spectral Bayesian estimation for general stochastic hybrid systems, Recursive state estimation for hybrid systems, H2-Filtering for discrete-time hidden Markov jump systems, Optimal state estimation for discrete-time Markov jump systems with missing observations, State estimation for discrete-time Markov jump linear systems with time-correlated measurement noise, Risk-sensitive filtering for jump Markov linear systems, Linear minimum mean square filter for discrete-time linear systems with Markov jumps and multiplicative noises, Robust mode-independent filtering for discrete-time Markov jump linear systems with multiplicative noises, Robust mode-independent filtering for discrete-time Markov jump linear systems with multiplicative noises, Robust linear filtering for discrete-time hybrid Markov linear systems
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