Filtering a Double Threshold Model With Regime Switching

DOI10.1109/TAC.2013.2261186MaRDI QIDQ5353440zbMATH OpenOpenAlexFDO

Authors Robert J. Elliott, Tak Kuen Siu, John W. Lau

Publication date 8 September 2017

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tac.2013.2261186

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Inference from stochastic processes and prediction (62M20) Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) (93C30) Filtering in stochastic control theory (93E11)

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