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https://hdl.handle.net/2440/83230
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DC Field | Value | Language |
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dc.contributor.author | Elliott, R. | - |
dc.contributor.author | Siu, T. | - |
dc.contributor.author | Lau, J. | - |
dc.date.issued | 2013 | - |
dc.identifier.citation | IEEE Transactions on Automatic Control, 2013; 58(12):3185-3190 | - |
dc.identifier.issn | 0018-9286 | - |
dc.identifier.issn | 1558-2523 | - |
dc.identifier.uri | http://hdl.handle.net/2440/83230 | - |
dc.description.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. | - |
dc.description.statementofresponsibility | Robert J. Elliott, Tak Kuen Siu, and John W. Lau | - |
dc.language.iso | en | - |
dc.publisher | IEEE-Inst Electrical Electronics Engineers Inc | - |
dc.rights | © 2013 IEEE | - |
dc.source.uri | http://dx.doi.org/10.1109/tac.2013.2261186 | - |
dc.title | Filtering a double threshold model with regime switching | - |
dc.type | Journal article | - |
dc.identifier.doi | 10.1109/TAC.2013.2261186 | - |
dc.relation.grant | http://purl.org/au-research/grants/arc/DP1096243 | - |
pubs.publication-status | Published | - |
Appears in Collections: | Aurora harvest 4 Mathematical Sciences publications |
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