Stationary linear mean square filter for the operation mode of continuous-time Markovian jump linear systems
From MaRDI portal
Publication:5149124
zbMATH Open1474.93224MaRDI QIDQ5149124FDOQ5149124
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
Recommendations
- Stationary Filter For Continuous-Time Markovian Jump Linear Systems
- Optimal linear mean square filter for the operation mode of continuous-time Markovian jump linear systems
- On the filtering problem for continuous-time Markov jump linear systems with no observation of the Markov chain
- \(H_\infty\) filtering of continuous Markov jump linear system with partly known Markov modes and transition probabilities
- Linear minimum mean square filter for discrete-time linear systems with Markov jumps and multiplicative noises
Filtering in stochastic control theory (93E11) Linear systems in control theory (93C05) Jump processes on discrete state spaces (60J74)
Cited In (6)
- 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
- Stationary Filter For Continuous-Time Markovian Jump Linear Systems
- Optimal linear mean square filter for the operation mode of continuous-time Markovian jump linear systems
- 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
This page was built for publication: Stationary linear mean square filter for the operation mode of continuous-time Markovian jump linear systems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5149124)
