Reduced-order filtering of jump Markov systems with noise-free measurements

DOI10.1016/S0016-0032(00)00054-5zbMath0991.93115OpenAlexW1966777999MaRDI QIDQ5942729

Yvonne Ilke Yaz, Edwin Engin Yaz

Publication date: 1 September 2002

Published in: Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0016-0032(00)00054-5

zbMATH Keywords

Kalman filteringjump Markov parameter systemsreduced-order filtering

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) System structure simplification (93B11)

Cites Work

• Unnamed Item
• Joint Estimation and Control of Jump Linear Systems With Multiplicative Noises
• Kalman filtering for continuous-time uncertain systems with Markovian jumping parameters
• The filtering problem for continuous-time linear systems with Markovian switching coefficients

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