Spectral Bayesian estimation for general stochastic hybrid systems

DOI10.1016/j.automatica.2020.108989zbMath1442.93044arXiv2003.01201MaRDI QIDQ2184532

Weixin Wang, Tae-Young Lee

Publication date: 29 May 2020

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2003.01201

zbMATH Keywords

state estimation; numerical methods; hybrid system; stochastic jump processes; filtering technique

Mathematics Subject Classification ID

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

• Hybrid Stable Spline Toolbox
• GitHub