Spectral Bayesian estimation for general stochastic hybrid systems

DOI10.1016/j.automatica.2020.108989zbMath1442.93044arXiv2003.01201OpenAlexW3020186776MaRDI QIDQ2184532

Weixin Wang, Tae-Young Lee

Publication date: 29 May 2020

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2003.01201

zbMATH Keywords

state estimationnumerical methodshybrid systemstochastic jump processesfiltering technique

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Control/observation systems governed by partial differential equations (93C20) Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) (93C30) Fokker-Planck equations (35Q84)

Related Items (3)

Spectral Bayesian estimation for general stochastic hybrid systems ⋮ Uncertainty Propagation for General Stochastic Hybrid Systems on Compact Lie Groups ⋮ Stabilization analysis of Markovian asynchronous switched systems with input delay and Lévy noise

Uses Software

• Hybrid Stable Spline Toolbox
• GitHub

Cites Work

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