Optimal linear mean square filter for continuous-time jump linear systems

DOI10.1109/TAC.2005.854617zbMath1365.93502OpenAlexW2147175197MaRDI QIDQ5274148

Jack Baczynski, Nei C. S. Rocha, Oswaldo L. V. Costa, Marcelo Dutra Fragoso

Publication date: 12 July 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.2005.854617

Mathematics Subject Classification ID

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

Related Items (7)

Stochastic Detectability and Mean Bounded Error Covariance of the Recursive Kalman Filter with Markov Jump Parameters ⋮ \(H_\infty\) filtering of continuous Markov jump linear system with partly known Markov modes and transition probabilities ⋮ On the filtering problem for continuous-time Markov jump linear systems with no observation of the Markov chain ⋮ Robust mode-independent filtering for discrete-time Markov jump linear systems with multiplicative noises ⋮ Decision-control mechanism for Markovian jump linear systems with Gaussian noise ⋮ H_∞ control of continuous-time Markov jump linear systems with detector-based mode information ⋮ Robust mode-independent filtering for discrete-time Markov jump linear systems with multiplicative noises

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