Discussion on: ``On the filtering problem for continuous-time Markov jump linear systems with no observation of the Markov chain
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Publication:647188
DOI10.1016/S0947-3580(11)70599-4zbMath1237.93173OpenAlexW1972199639MaRDI QIDQ647188
Publication date: 1 December 2011
Published in: European Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0947-3580(11)70599-4
additive noise (Wiener process)continuous-time linear Markovian jumps systemsdynamic linear filteringmode-independent filtering
Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear systems in control theory (93C10)
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