Kalman filter for controlled hybrid systems

DOI10.1016/S0167-6911(03)00121-XzbMATH Open1157.93527OpenAlexW2048630194MaRDI QIDQ2503525FDOQ2503525

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

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zbMATH Keywords

Kalman filterOptimal controlHybrid systemsStochastic systems

Mathematics Subject Classification ID

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

Cites Work

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• On the Separation Theorem of Stochastic Control
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• Generalized linear-quadratic stochastic control problem with incomplete information
• ON THE THEORY OF STOCHASTIC EQUATIONS IN COMPONENTS OF SEMIMARTINGALES

Cited In (7)

• Hybrid filtering for linear systems with non-Gaussian disturbances
• Synthesis of structure of Kalman-Bucy hybrid filters
• 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
• Title not available (Why is that?)
• Finite-Dimensional Filtering and Control for Continuous-Time Nonlinear Systems
• Duality of hybrid optimal regulator and hybrid optimal filter

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