Stationary linear mean square filter for the operation mode of continuous-time Markovian jump linear systems

MaRDI QIDQ5149124zbMATH OpenFDO

Authors Fortià Vila Vergés, Marcelo Dutra Fragoso

Publication date 6 February 2021

Full work available at URL http://aos.ro/wp-content/anale/MVol12Nr1-2Art.31.pdf

zbMATH Keywords

Markov jump linear systemsstationary linear filter

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Linear systems in control theory (93C05) Jump processes on discrete state spaces (60J74)

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Cited in

(6)

• On the filtering problem for continuous-time Markov jump linear systems with no observation of the Markov chain
• Linear minimum mean square filter for discrete-time linear systems with Markov jumps and multiplicative noises
• Stationary filter for linear minimum mean square error estimator of discrete-time Markovian jump systems
• Optimal linear mean square filter for the operation mode of continuous-time Markovian jump linear systems
• Linear Minimum Mean Square Filters for Markov Jump Linear Systems
• Stationary Filter For Continuous-Time Markovian Jump Linear Systems

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