Filtering a Double Threshold Model With Regime Switching

DOI10.1109/TAC.2013.2261186zbMath1369.93282OpenAlexW2007546314MaRDI QIDQ5353440

Robert J. Elliott, Tak Kuen Siu, John W. Lau

Publication date: 8 September 2017

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

Full work available at URL: https://doi.org/10.1109/tac.2013.2261186

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) (93C30)

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