Filtering for hybrid systems with Markovian and deterministic switching parameters(∗)

DOI10.1080/07362999908809597MaRDI QIDQ4237953zbMATH OpenOpenAlexFDO

Authors

Publication date 5 September 1999

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07362999908809597

zbMATH Keywords

filtering for hybrid systemsMarkov switchingswitching parameters

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Variable structure systems (93B12) Filtering in stochastic control theory (93E11)

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Cites work

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• scientific article; zbMATH DE number 821283 (Why is no real title available?)
• Stochastic processes and filtering theory

Cited in

(7)

• A multiple model multiple hypothesis filter for Markovian switching systems
• High-order interacting multiple-model estimation for hybrid systems with Markovian switching parameters
• Switched probabilistic multi-models
• scientific article; zbMATH DE number 2015394 (Why is no real title available?)
• Discrete–time nonlinear filtering with marked point process observations: ii. risk–sensitive filters
• A numerical filtering method for linear state-space models with Markov switching
• Exact filtering in conditionally Markov switching hidden linear models

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