Kalman filter for controlled hybrid systems

DOI10.1016/S0167-6911(03)00121-XMaRDI QIDQ2503525zbMATH OpenOpenAlexFDO

Authors Boris M. Miller, Evgeny Ya. Rubinovich

Publication date 21 September 2006

Published in Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0167-6911(03)00121-x

zbMATH Keywords

Kalman filterOptimal controlHybrid systemsStochastic systems

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Discrete event control/observation systems (93C65)

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Cites work

• scientific article; zbMATH DE number 3682726 (Why is no real title available?)
• scientific article; zbMATH DE number 3457919 (Why is no real title available?)
• scientific article; zbMATH DE number 3505708 (Why is no real title available?)
• scientific article; zbMATH DE number 3337815 (Why is no real title available?)
• Generalized linear-quadratic stochastic control problem with incomplete information
• ON THE THEORY OF STOCHASTIC EQUATIONS IN COMPONENTS OF SEMIMARTINGALES
• On the Separation Theorem of Stochastic Control

Cited in

(9)

• Hybrid filtering for linear systems with non-Gaussian disturbances
• Kalman-Bucy filtering equations of forward and backward stochastic systems and applications to recursive optimal control problems
• scientific article; zbMATH DE number 4172878 (Why is no real title available?)
• Synthesis of structure of Kalman-Bucy hybrid filters
• Finite-Dimensional Filtering and Control for Continuous-Time Nonlinear Systems
• Control of Kalman-like filters using impulse and continuous feedback design
• Filtering in stochastic dynamic systems with anomalous interference in the observation channel. I: Continuous-time systems
• Duality of hybrid optimal regulator and hybrid optimal filter
• Stochastic maximum principle for hybrid optimal control problems under partial observation

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