Adelaide Research & Scholarship
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https://hdl.handle.net/2440/83230
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| Type: | Journal article |
| Title: | Filtering a double threshold model with regime switching |
| Author: | Elliott, R. Siu, T. Lau, J. |
| Citation: | IEEE Transactions on Automatic Control, 2013; 58(12):3185-3190 |
| Publisher: | IEEE-Inst Electrical Electronics Engineers Inc |
| Issue Date: | 2013 |
| ISSN: | 0018-9286 1558-2523 |
| Statement of Responsibility: | Robert J. Elliott, Tak Kuen Siu, and John W. Lau |
| Abstract: | We introduce a new double threshold model with regime switches. New filtering equations are derived based on a reference probability approach. We also propose a new and practically useful method for implementing the filtering equations. |
| Rights: | © 2013 IEEE |
| DOI: | 10.1109/TAC.2013.2261186 |
| Grant ID: | http://purl.org/au-research/grants/arc/DP1096243 |
| Published version: | http://dx.doi.org/10.1109/tac.2013.2261186 |
| Appears in Collections: | Aurora harvest 4 Mathematical Sciences publications |
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