Nonlinear Filtering Schemes for Continuous-time Stochastic Hybrid Systems
Author:
Publisher
Elsevier BV
Subject
General Medicine
Reference9 articles.
1. Nonlinear Filtering Of Systems Governed By Ito Differential Systems Wioth Jump Parameters;Ahmed;J. of Mathem. Anal. and Appl,1986
2. The Interacting Multiple Model Algorithm For Systems With Markovian Switching Coefficients;Blom;Trans. on Aut. Contr,1990
3. Jump linear quadratic gaussian control in continuous time;Ji;Trans. on Aut. Contr,1992
4. Almost sure stability of linear stochastic systems via Lyapunov exponents method;Loparo,1991
5. Nonlinear Filtering for Systems with Random Structure;Loparo;Trans. on Aut. Contr,1986
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