✦ LIBER ✦

Kalman filter for controlled hybrid systems

✍ Scribed by Boris M. Miller; Evgeny Ya. Rubinovich

Publisher: Elsevier Science
Year: 2003
Tongue: English
Weight: 267 KB
Volume: 50
Category: Article
ISSN: 0167-6911
DOI: 10.1016/s0167-6911(03)00121-x

No coin nor oath required. For personal study only.

✦ Synopsis

The linear partially observed discrete-continuous (hybrid) stochastic controllable system described by di erential equations with measures is considered. The optimal ÿltering equations in the form of generalized Kalman ÿlter are obtained in the case of non-anticipating control. This result could be a theoretical basis for the optimal control in stochastic hybrid systems with incomplete information.

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