Optimal filtering of piecewise deterministic processes for source detection and separation in electric load monitoring

DOI10.1080/13873954.2011.591174zbMath1302.93209OpenAlexW2147287225MaRDI QIDQ5411564

Publication date: 24 April 2014

Published in: Mathematical and Computer Modelling of Dynamical Systems (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10.1080/13873954.2011.591174

zbMATH Keywords

Fokker-Planck equation piecewise deterministic processes non-linear filtering hybrid stochastic differential systems electric load monitoring

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Detection theory in information and communication theory (94A13) Non-Markovian processes: hypothesis testing (62M07) PDEs in connection with control and optimization (35Q93) Fokker-Planck equations (35Q84)

Cites Work

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