On the filtering problem for continuous-time Markov jump linear systems with no observation of the Markov chain
From MaRDI portal
Publication:647187
DOI10.3166/EJC.17.339-354zbMath1237.93174OpenAlexW1974162671MaRDI QIDQ647187
Oswaldo Luiz do Valle Costa, Marcos Garcia Todorov, Marcelo Dutra Fragoso
Publication date: 1 December 2011
Published in: European Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3166/ejc.17.339-354
Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear systems in control theory (93C10)
Related Items (4)
ℋ2 and ℋ∞ Filtering for Continuous-Time Markov Jump Lur'e Systems with Sector Bound Optimization ⋮ Discussion on: ``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 ⋮ Robust mode-independent filtering for discrete-time Markov jump linear systems with multiplicative noises
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Design of \(H_\infty \) filter for Markov jumping linear systems with non-accessible mode information
- Stability and stabilization of Markovian jump linear systems with partly unknown transition probabilities
- Stabilization of singular Markovian jump systems with discontinuities and saturating inputs
- Control of linear jump systems in noise
- Robust \(H_\infty\) filtering for polytopic uncertain time-delay systems with Markov jumps
- Lyapunov coupled equations for continuous-time infinite Markov jump linear systems
- An image-based filter for discrete-time Markovian jump linear systems
- Robust Kalman filter design for Markovian jump linear systems with norm-bounded unknown nonlinearities
- Dynamical equations for optimal nonlinear filtering
- Stochastic differential equations for the non linear filtering problem
- Optimal linear filtering under parameter uncertainty
- Exact hybrid filters in discrete time
- A Unified Approach for Stochastic and Mean Square Stability of Continuous-Time Linear Systems with Markovian Jumping Parameters and Additive Disturbances
- The interacting multiple model algorithm for systems with Markovian switching coefficients
- Exact finite-dimensional filters for certain diffusions with nonlinear drift
- Nonlinear Filtering and Control of a Switching Diffusion with Small Observation Noise
- Linear minimum mean square error estimation for discrete-time Markovian jump linear systems
- Stochastic sampling algorithms for state estimation of jump Markov linear systems
- Fixed-order robust H/sub /spl infin// filter design for Markovian jump systems with uncertain switching probabilities
- Nonlinear filtering for systems with random structure
- Stabilization of Markovian Systems via Probability Rate Synthesis and Output Feedback
- Optimal linear mean square filter for continuous-time jump linear systems
- Mode-Independent ${\cal H}_{\infty}$ Filters for Markovian Jump Linear Systems
- H ∞ model reduction for discrete-time Markov jump linear systems with partially known transition probabilities
- Robust kalman filtering for continuous time-lag systems with markovian jump parameters
- Some Applications of Stochastic Differential Equations to Optimal Nonlinear Filtering
- Stationary Filter For Continuous-Time Markovian Jump Linear Systems
This page was built for publication: On the filtering problem for continuous-time Markov jump linear systems with no observation of the Markov chain
