Discussion on: "On the filtering problem for continuous-time Markov jump linear systems with no observation of the Markov Chain"

European Journal of Control

Volumn 17, Issue 4, 2011, Pages 355-356

  Shi, Peng ^a,c,d   Liu, Ming ^b  

^a UNIVERSITY OF GLAMORGAN   (United Kingdom)

^b HARBIN INSTITUTE OF TECHNOLOGY   (China)

^c VICTORIA UNIVERSITY   (Australia)

^d UNIVERSITY OF SOUTH AUSTRALIA   (Australia)

Author keywords

[No Author keywords available]

Indexed keywords

ADDITIVE NOISE; CONTINUOUS TIME SYSTEMS; LINEAR MATRIX INEQUALITIES; LINEAR SYSTEMS; MARKOV PROCESSES;

CONTINOUS TIME; DYNAMIC LINEAR; FILTERING PROBLEMS; FILTERING STRATEGIES; INFINITE DIMENSIONS; LINEAR FILTERING; MARKOV JUMP LINEAR SYSTEMS; MARKOVIAN JUMP SYSTEMS; RESEARCH AREAS; WIENER PROCESS;

RICCATI EQUATIONS;

EID: 80955133002     PISSN: 09473580     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0947-3580(11)70599-4     Document Type: Note

References (11)

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