It has been widely recognized nowadays the importance of introducing mathematical
models that take into account possible sudden changes in the dynamical behavior of a high …

This paper features new results on H∞ analysis and control of linear systems with Markov
jump disturbances, in a scenario of partial observations of the jump process. We consider …

This paper deals with the robust mode-independent linear filtering problem for discrete-time
Markov jump linear systems with multiplicative noises. It is assumed that the values of the …

This paper studies the H∞ filtering problem for continuous Markov jump linear systems
(MJLSs) with partly accessible Markov modes and transition probabilities. A stochastic …

The goal of this study is to present new results for filtering for continuous‐time Markov jump
linear systems with partial information on the jumping parameter. The central hypothesis …

This paper makes a further foray on the study of the filtering problem for the class of Markov
jump linear systems (MJLSs). The authors shall be particularly interested in the filtering …

In this paper we study the stochastic optimal (LQG) tracking problems with preview for a
class of linear continuous-time Markovian jump systems. The systems are described as …

In this paper we study hybrid estimation for linear continuous-time systems with noises not to
be restricted to be Gaussian. It is assumed that modes of the systems are not directly …

In this paper we study hybrid estimation for linear continuous-time systems with non-
Gaussian noises. It is assumed that modes of the systems are not directly accessible. We …

In this paper we derive the best linear mean square filter for a new class of Markovian jump
linear systems (MJLS) with incomplete observations of Markovian jump parameter (the …