Hybrid filtering for linear systems with non-Gaussian disturbances
- 1 January 2000
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control
- Vol. 45 (1) , 50-61
- https://doi.org/10.1109/9.827355
Abstract
No abstract availableThis publication has 12 references indexed in Scilit:
- Optimal filtering and control of linear systems with Markov perturbationsPublished by Institute of Electrical and Electronics Engineers (IEEE) ,2002
- Nonlinear Filtering and Control of a Switching Diffusion with Small Observation NoiseSIAM Journal on Control and Optimization, 1998
- Adaptive control of linear systems with Markov perturbationsIEEE Transactions on Automatic Control, 1998
- Continuous-Time Markov Chains and ApplicationsPublished by Springer Nature ,1998
- Kalman filtering for linear systems with coefficients driven by a hidden Markov jump processSystems & Control Letters, 1997
- Linear minimum mean square error estimation for discrete-time Markovian jump linear systemsIEEE Transactions on Automatic Control, 1994
- Stochastic adaptive control with small observation noiseStochastics and Stochastic Reports, 1990
- The adaptive LQG problem--Part IIEEE Transactions on Automatic Control, 1983
- Deterministic and Stochastic Optimal ControlPublished by Springer Nature ,1975
- Maximum-likelihood recursive nonlinear filteringJournal of Optimization Theory and Applications, 1968