scientific article; zbMATH DE number 2015589

MaRDI QIDQ4438385zbMATH OpenFDO

Authors J. Baczynski, Marcelo Dutra Fragoso, Oswaldo Luiz V. Costa

Publication date 4 March 2004

zbMATH Keywords

estimationfilteringMarkov processesoptimal filters

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Filtering in stochastic control theory (93E11)

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(4)

• Minimal dimension linear filters for stationary Markov processes with finite state space
• Stationary filter for linear minimum mean square error estimator of discrete-time Markovian jump systems
• Linear Minimum Mean Square Filters for Markov Jump Linear Systems
• Linear Filtering for a Class of Jump Processes Arising in Navigation Systems

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