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- W2768930345 abstract "The problem of designing a mean-square filter has been studied for stochastic polynomial systems, where the state equation switches between two different nonlinear functions, over linear observations. A switching signal depends on a random variable modelled as a Bernoulli distributed sequence that takes the quantities of zero and one. The differential equations for the state estimate and the error covariance matrix are obtained in a closed form by expressing the conditional expectation of polynomial terms as functions of the estimate and covariance matrix. Finite-dimensional filtering equations are obtained for a particular case of a third-degree polynomial system. Numerical simulations are carried out in two cases of switching between different linear and second degree polynomial functions." @default.
- W2768930345 created "2017-12-04" @default.
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- W2768930345 date "2017-11-21" @default.
- W2768930345 modified "2023-09-24" @default.
- W2768930345 title "State estimation for stochastic polynomial systems with switching in the state equation" @default.
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- W2768930345 doi "https://doi.org/10.1177/0142331217737134" @default.
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