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Two-time-scale Hybrid Filters: Near Optimality - MaRDI portal

Two-time-scale Hybrid Filters: Near Optimality

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Publication:3427477

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DOI10.1137/S0363012904443725zbMath1132.93047MaRDI QIDQ3427477

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Publication date: 20 March 2007

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Time-scale analysis and singular perturbations in control/observation systems (93C70) Continuous-time Markov processes on discrete state spaces (60J27)

Related Items (2)

An alternative sequential method for the state estimation of a partially observed SETAR(1) process ⋮ On hybrid control of a class of stochastic non-linear Markovian switching systems

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