The filtering problem for continuous-time linear systems with Markovian switching coefficients

Author:

Dufour F.,Bertrand P.

Publisher

Elsevier BV

Subject

Electrical and Electronic Engineering,Mechanical Engineering,General Computer Science,Control and Systems Engineering

Reference18 articles.

1. Finite dimensional optimal filters for a class of Itô-processes with jumping parameters;Björk;Stochastics,1980

2. Finite optimal filters for a class of nonlinear diffusions with jumping parameters;Björk;Stochastics,1982

3. Application of conditional semi-invariants in problems of nonlinear filtering of Markov processes;Dashevskii;Automat. Telemekh.,1967

4. Tracking a 3D maneuvring target with passive sensors;Dufour;IEEE Trans. Aerospace Electron. Systems,1991

5. A tracking problem, Rapport Interne, Laboratoire des signaux et systemes;Dufour;C.N.R.S.-E.S.E.,1993

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1. Fast Switching Detector-Based $H_2$ Control of Markov Jump Linear Systems with Multiplicative Noises;SIAM Journal on Control and Optimization;2021-01

2. Detector‐based approach for H filtering of Markov jump linear systems with partial mode information;IET Control Theory & Applications;2019-06

3. Analysis and Design of Markov Jump Systems with Complex Transition Probabilities;Studies in Systems, Decision and Control;2016

4. Filtering;Analysis and Design of Singular Markovian Jump Systems;2014-07-18

5. Introduction;Analysis and Design of Singular Markovian Jump Systems;2014-07-18

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