Discussion on: ``On the filtering problem for continuous-time Markov jump linear systems with no observation of the Markov chain

DOI10.1016/S0947-3580(11)70599-4zbMath1237.93173OpenAlexW1972199639MaRDI QIDQ647188

Ming Liu, Peng Shi

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

zbMATH Keywords

additive noise (Wiener process)continuous-time linear Markovian jumps systemsdynamic linear filteringmode-independent filtering

Mathematics Subject Classification ID

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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Disturbance attraction domain estimation for saturated Markov jump systems with truncated Gaussian process, Finite-time \(H_\infty\) control for time-delayed stochastic systems with Markovian switching, Adaptive control of stochastic nonlinear systems with Markovian switching

Cites Work

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