Filtering for hybrid systems with Markovian and deterministic switching parameters(∗)

DOI10.1080/07362999908809597zbMath0919.93075OpenAlexW1987121039MaRDI QIDQ4237953

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Publication date: 5 September 1999

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362999908809597

zbMATH Keywords

Markov switchingswitching parametersfiltering for hybrid systems

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Variable structure systems (93B12)

Related Items (1)

Discrete–time nonlinear filtering with marked point process observations: ii. risk–sensitive filters

Cites Work

• Stochastic processes and filtering theory
• Construction of composite models from observed data
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