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Volumn 100, Issue 1, 1999, Pages 123-144

Optimal filtering of discrete-time hybrid systems

Author keywords

Hybrid systems; Most probable trajectory estimates; Non Gaussian noises; Nonlinear filtering

Indexed keywords

GAUSSIAN NOISE (ELECTRONIC); NONLINEAR FILTERING;

EID: 0033246219     PISSN: 00223239     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1021768915444     Document Type: Article
Times cited : (35)

References (18)
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    • Blom, H.A.P.1    Bar-Shalom, Y.2
  • 5
    • 0032162738 scopus 로고    scopus 로고
    • Nonlinear filtering and control of a switching diffusion with small observation noise
    • 5. ZHANG, Q., Nonlinear Filtering and Control of a Switching Diffusion with Small Observation Noise, SIAM Journal on Control and Optimization, Vol. 36, pp. 1738-1768, 1998.
    • (1998) SIAM Journal on Control and Optimization , vol.36 , pp. 1738-1768
    • Zhang, Q.1
  • 6
    • 0024731902 scopus 로고
    • Piecewise monotone filtering with small observation noise
    • 6. FLEMING, W. H., and PARDOUX, E., Piecewise Monotone Filtering with Small Observation Noise, SIAM Journal on Control and Optimization, Vol. 27, pp. 1156-1181, 1989.
    • (1989) SIAM Journal on Control and Optimization , vol.27 , pp. 1156-1181
    • Fleming, W.H.1    Pardoux, E.2
  • 7
    • 0000538928 scopus 로고
    • Stochastic adaptive control with small observation noise
    • 7. HAUSSMANN, U. G., and ZHANG, Q., Stochastic Adaptive Control with Small Observation Noise, Stochastics and Stochastics Reports, Vol. 32, pp. 109-144, 1990.
    • (1990) Stochastics and Stochastics Reports , vol.32 , pp. 109-144
    • Haussmann, U.G.1    Zhang, Q.2
  • 8
    • 0031190550 scopus 로고    scopus 로고
    • Kalman filtering for linear systems with coefficients driven by a hidden Markov jump process
    • 8. MILLER, B. M., and RUNGGALDIER, W. J., Kalman Filtering for Linear Systems with Coefficients Driven by a Hidden Markov Jump Process, Systems and Control Letters, Vol. 31, pp. 93-102, 1997.
    • (1997) Systems and Control Letters , vol.31 , pp. 93-102
    • Miller, B.M.1    Runggaldier, W.J.2
  • 10
    • 0004253877 scopus 로고
    • PhD Dissertation, University of California, Berkeley, California
    • 10. HIJAB, O., Minimum Energy Estimation, PhD Dissertation, University of California, Berkeley, California, 1980.
    • (1980) Minimum Energy Estimation
    • Hijab, O.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.