Kalman filter for controlled hybrid systems

DOI10.1016/S0167-6911(03)00121-XzbMath1157.93527OpenAlexW2048630194MaRDI QIDQ2503525

Boris M. Miller, Evgeny Ya. Rubinovich

Publication date: 21 September 2006

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

Full work available at URL: https://doi.org/10.1016/s0167-6911(03)00121-x

zbMATH Keywords

Kalman filterHybrid systemsStochastic systemsOptimal control

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Discrete event control/observation systems (93C65)

Cites Work

• Generalized linear-quadratic stochastic control problem with incomplete information
• ON THE THEORY OF STOCHASTIC EQUATIONS IN COMPONENTS OF SEMIMARTINGALES
• On the Separation Theorem of Stochastic Control
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