The filtering problem for continuous-time linear systems with Markovian switching coefficients

DOI10.1016/0167-6911(94)90099-XzbMath0866.93096MaRDI QIDQ5967070

François Dufour, P. Bertrand

Publication date: 27 February 1997

Published in: Systems \& Control Letters (Search for Journal in Brave)

zbMATH Keywords

hybrid systems; suboptimal filtering; Markovian jump process

Mathematics Subject Classification ID

93E11: Filtering in stochastic control theory

93C10: Nonlinear systems in control theory

Related Items

Reduced-order filtering of jump Markov systems with noise-free measurements, Maximal solution to algebraic Riccati equations linked to infinite Markov jump linear systems, Guaranteed performance robust Kalman filter for continuous-time Markovian jump nonlinear system with uncertain noise, Kalman filtering for linear systems with coefficients driven by a hidden Markov jump process, Lyapunov coupled equations for continuous-time infinite Markov jump linear systems, Robust Kalman filtering for discrete-time Markovian jump systems with parameter uncertainty, An image-based filter for discrete-time Markovian jump linear systems

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