{"id":"https://openalex.org/W2280742583","doi":"https://doi.org/10.1109/tac.2015.2495578","title":"Approximate Kalman-Bucy Filter for Continuous-Time Semi-Markov Jump Linear Systems","display_name":"Approximate Kalman-Bucy Filter for Continuous-Time Semi-Markov Jump Linear Systems","publication_year":2015,"publication_date":"2015-10-28","ids":{"openalex":"https://openalex.org/W2280742583","doi":"https://doi.org/10.1109/tac.2015.2495578","mag":"2280742583"},"language":"en","primary_location":{"id":"doi:10.1109/tac.2015.2495578","is_oa":false,"landing_page_url":"https://doi.org/10.1109/tac.2015.2495578","pdf_url":null,"source":{"id":"https://openalex.org/S184954342","display_name":"IEEE Transactions on Automatic Control","issn_l":"0018-9286","issn":["0018-9286","1558-2523","2334-3303"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Transactions on Automatic Control","raw_type":"journal-article"},"type":"article","indexed_in":["arxiv","crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://arxiv.org/pdf/1409.2631","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5107390872","display_name":"Beno\u00eete de Saporta","orcid":"https://orcid.org/0000-0003-2509-1431"},"institutions":[{"id":"https://openalex.org/I19894307","display_name":"Universit\u00e9 de Montpellier","ror":"https://ror.org/051escj72","country_code":"FR","type":"education","lineage":["https://openalex.org/I19894307"]},{"id":"https://openalex.org/I4210131512","display_name":"Centre de Recherche Inria Bordeaux - Sud-Ouest","ror":"https://ror.org/03tjcj052","country_code":"FR","type":"government","lineage":["https://openalex.org/I1326498283","https://openalex.org/I4210131512"]}],"countries":["FR"],"is_corresponding":true,"raw_author_name":"Benoite de Saporta","raw_affiliation_strings":["University of Montpellier, Inria Bordeaux Sud Ouest, Talence, France"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"University of Montpellier, Inria Bordeaux Sud Ouest, Talence, France","institution_ids":["https://openalex.org/I4210131512","https://openalex.org/I19894307"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5047167568","display_name":"Eduardo F. Costa","orcid":"https://orcid.org/0000-0002-9067-9234"},"institutions":[{"id":"https://openalex.org/I4210131883","display_name":"Brazilian Society of Computational and Applied Mathematics","ror":"https://ror.org/03kcw4w74","country_code":"BR","type":"other","lineage":["https://openalex.org/I4210131883"]},{"id":"https://openalex.org/I17974374","display_name":"Universidade de S\u00e3o Paulo","ror":"https://ror.org/036rp1748","country_code":"BR","type":"education","lineage":["https://openalex.org/I17974374"]}],"countries":["BR"],"is_corresponding":false,"raw_author_name":"Eduardo F. Costa","raw_affiliation_strings":["University of S\u00e3o Paulo-Instituto de Ci\u00eancias Mathem\u00e1ticase de Computa\u00e7\u00e3o, S\u00e3o Carlos, SP, Brazil"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"University of S\u00e3o Paulo-Instituto de Ci\u00eancias Mathem\u00e1ticase de Computa\u00e7\u00e3o, S\u00e3o Carlos, SP, Brazil","institution_ids":["https://openalex.org/I4210131883","https://openalex.org/I17974374"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5107390872"],"corresponding_institution_ids":["https://openalex.org/I19894307","https://openalex.org/I4210131512"],"apc_list":null,"apc_paid":null,"fwci":0.8906,"has_fulltext":false,"cited_by_count":22,"citation_normalized_percentile":{"value":0.83878527,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":98},"biblio":{"volume":"61","issue":"8","first_page":"2035","last_page":"2048"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10711","display_name":"Target Tracking and Data Fusion in Sensor Networks","score":0.9995999932289124,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T10711","display_name":"Target Tracking and Data Fusion in Sensor Networks","score":0.9995999932289124,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10876","display_name":"Fault Detection and Control Systems","score":0.9990000128746033,"subfield":{"id":"https://openalex.org/subfields/2207","display_name":"Control and Systems Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10046","display_name":"Stability and Control of Uncertain Systems","score":0.9957000017166138,"subfield":{"id":"https://openalex.org/subfields/2207","display_name":"Control and Systems Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.7047736644744873},{"id":"https://openalex.org/keywords/markov-chain","display_name":"Markov chain","score":0.6320692300796509},{"id":"https://openalex.org/keywords/markov-process","display_name":"Markov process","score":0.5653043389320374},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.5534986853599548},{"id":"https://openalex.org/keywords/kalman-filter","display_name":"Kalman filter","score":0.5454933047294617},{"id":"https://openalex.org/keywords/riccati-equation","display_name":"Riccati equation","score":0.5312390327453613},{"id":"https://openalex.org/keywords/control-theory","display_name":"Control theory (sociology)","score":0.5281597971916199},{"id":"https://openalex.org/keywords/filtering-problem","display_name":"Filtering problem","score":0.503816545009613},{"id":"https://openalex.org/keywords/algebraic-riccati-equation","display_name":"Algebraic Riccati equation","score":0.44697603583335876},{"id":"https://openalex.org/keywords/estimator","display_name":"Estimator","score":0.4416120946407318},{"id":"https://openalex.org/keywords/extended-kalman-filter","display_name":"Extended Kalman filter","score":0.37011468410491943},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.20924097299575806},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.19649112224578857},{"id":"https://openalex.org/keywords/differential-equation","display_name":"Differential equation","score":0.09618005156517029},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.06451627612113953}],"concepts":[{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.7047736644744873},{"id":"https://openalex.org/C98763669","wikidata":"https://www.wikidata.org/wiki/Q176645","display_name":"Markov chain","level":2,"score":0.6320692300796509},{"id":"https://openalex.org/C159886148","wikidata":"https://www.wikidata.org/wiki/Q176645","display_name":"Markov process","level":2,"score":0.5653043389320374},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.5534986853599548},{"id":"https://openalex.org/C157286648","wikidata":"https://www.wikidata.org/wiki/Q846780","display_name":"Kalman filter","level":2,"score":0.5454933047294617},{"id":"https://openalex.org/C45473103","wikidata":"https://www.wikidata.org/wiki/Q851503","display_name":"Riccati equation","level":3,"score":0.5312390327453613},{"id":"https://openalex.org/C47446073","wikidata":"https://www.wikidata.org/wiki/Q5165890","display_name":"Control theory (sociology)","level":3,"score":0.5281597971916199},{"id":"https://openalex.org/C41614226","wikidata":"https://www.wikidata.org/wiki/Q5449244","display_name":"Filtering problem","level":4,"score":0.503816545009613},{"id":"https://openalex.org/C13847129","wikidata":"https://www.wikidata.org/wiki/Q4723989","display_name":"Algebraic Riccati equation","level":4,"score":0.44697603583335876},{"id":"https://openalex.org/C185429906","wikidata":"https://www.wikidata.org/wiki/Q1130160","display_name":"Estimator","level":2,"score":0.4416120946407318},{"id":"https://openalex.org/C206833254","wikidata":"https://www.wikidata.org/wiki/Q5421817","display_name":"Extended Kalman filter","level":3,"score":0.37011468410491943},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.20924097299575806},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.19649112224578857},{"id":"https://openalex.org/C78045399","wikidata":"https://www.wikidata.org/wiki/Q11214","display_name":"Differential equation","level":2,"score":0.09618005156517029},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.06451627612113953},{"id":"https://openalex.org/C2775924081","wikidata":"https://www.wikidata.org/wiki/Q55608371","display_name":"Control (management)","level":2,"score":0.0},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.0}],"mesh":[],"locations_count":7,"locations":[{"id":"doi:10.1109/tac.2015.2495578","is_oa":false,"landing_page_url":"https://doi.org/10.1109/tac.2015.2495578","pdf_url":null,"source":{"id":"https://openalex.org/S184954342","display_name":"IEEE Transactions on Automatic Control","issn_l":"0018-9286","issn":["0018-9286","1558-2523","2334-3303"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Transactions on Automatic Control","raw_type":"journal-article"},{"id":"pmh:oai:arXiv.org:1409.2631","is_oa":true,"landing_page_url":"http://arxiv.org/abs/1409.2631","pdf_url":"https://arxiv.org/pdf/1409.2631","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"text"},{"id":"pmh:002828595","is_oa":true,"landing_page_url":"http://dx.doi.org/10.1109/TAC.2015.2495578","pdf_url":null,"source":{"id":"https://openalex.org/S4306402641","display_name":"LA Referencia (Red Federada de Repositorios Institucionales de Publicaciones Cient\u00edficas)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I4383465926","host_organization_name":"LA Referencia","host_organization_lineage":["https://openalex.org/I4383465926"],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"reponame:Reposit\u00f3rio Institucional da USP (Biblioteca Digital da Produ\u00e7\u00e3o Intelectual)","raw_type":"info:eu-repo/semantics/publishedVersion"},{"id":"pmh:oai:CiteSeerX.psu:10.1.1.741.6936","is_oa":false,"landing_page_url":"http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.741.6936","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"http://arxiv.org/pdf/1409.2631.pdf","raw_type":"text"},{"id":"pmh:oai:HAL:hal-01062618v1","is_oa":false,"landing_page_url":"https://hal.science/hal-01062618","pdf_url":null,"source":{"id":"https://openalex.org/S4306402512","display_name":"HAL (Le Centre pour la Communication Scientifique Directe)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I1294671590","host_organization_name":"Centre National de la Recherche Scientifique","host_organization_lineage":["https://openalex.org/I1294671590"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"http://ieeexplore.ieee.org/document/7307984/","raw_type":"Journal articles"},{"id":"pmh:oai:oskar-bordeaux.fr:20.500.12278/114366","is_oa":false,"landing_page_url":"https://oskar-bordeaux.fr/handle/20.500.12278/114366","pdf_url":null,"source":{"id":"https://openalex.org/S4306402569","display_name":"Oskar-Bordeaux (Universite de Bordeaux)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"Article de revue"},{"id":"pmh:oai:oskar-bordeaux.fr:20.500.12278/194610","is_oa":false,"landing_page_url":"https://oskar-bordeaux.fr/handle/20.500.12278/194610","pdf_url":null,"source":{"id":"https://openalex.org/S4306402569","display_name":"Oskar-Bordeaux (Universite de Bordeaux)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"Article de revue"}],"best_oa_location":{"id":"pmh:oai:arXiv.org:1409.2631","is_oa":true,"landing_page_url":"http://arxiv.org/abs/1409.2631","pdf_url":"https://arxiv.org/pdf/1409.2631","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"text"},"sustainable_development_goals":[],"awards":[{"id":"https://openalex.org/G133511902","display_name":null,"funder_award_id":"306466/2010","funder_id":"https://openalex.org/F4320322025","funder_display_name":"Conselho Nacional de Desenvolvimento Cient\u00edfico e Tecnol\u00f3gico"},{"id":"https://openalex.org/G2554849986","display_name":null,"funder_award_id":"13/19380-8","funder_id":"https://openalex.org/F4320320997","funder_display_name":"Funda\u00e7\u00e3o de Amparo \u00e0 Pesquisa do Estado de S\u00e3o Paulo"},{"id":"https://openalex.org/G4874284699","display_name":null,"funder_award_id":"311290/2013-2","funder_id":"https://openalex.org/F4320322025","funder_display_name":"Conselho Nacional de Desenvolvimento Cient\u00edfico e Tecnol\u00f3gico"}],"funders":[{"id":"https://openalex.org/F4320320997","display_name":"Funda\u00e7\u00e3o de Amparo \u00e0 Pesquisa do Estado de S\u00e3o Paulo","ror":"https://ror.org/02ddkpn78"},{"id":"https://openalex.org/F4320322025","display_name":"Conselho Nacional de Desenvolvimento Cient\u00edfico e Tecnol\u00f3gico","ror":"https://ror.org/03swz6y49"}],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":39,"referenced_works":["https://openalex.org/W56139714","https://openalex.org/W613462629","https://openalex.org/W992314694","https://openalex.org/W1480548125","https://openalex.org/W1490978409","https://openalex.org/W1535136082","https://openalex.org/W1577527822","https://openalex.org/W1580561995","https://openalex.org/W1905964562","https://openalex.org/W1969502443","https://openalex.org/W1970461743","https://openalex.org/W2005794026","https://openalex.org/W2007952299","https://openalex.org/W2018048519","https://openalex.org/W2028284768","https://openalex.org/W2035513157","https://openalex.org/W2042436556","https://openalex.org/W2048370823","https://openalex.org/W2048942281","https://openalex.org/W2051021044","https://openalex.org/W2052334067","https://openalex.org/W2054284867","https://openalex.org/W2083402998","https://openalex.org/W2087197119","https://openalex.org/W2105934661","https://openalex.org/W2112892346","https://openalex.org/W2122512809","https://openalex.org/W2132311367","https://openalex.org/W2137672336","https://openalex.org/W2147429131","https://openalex.org/W2161701787","https://openalex.org/W2164694742","https://openalex.org/W2755951182","https://openalex.org/W2908026254","https://openalex.org/W2952149593","https://openalex.org/W2963636432","https://openalex.org/W3103244128","https://openalex.org/W4254197176","https://openalex.org/W4301959836"],"related_works":["https://openalex.org/W2005019312","https://openalex.org/W2105459831","https://openalex.org/W1546579375","https://openalex.org/W2127238600","https://openalex.org/W1563296412","https://openalex.org/W16457797","https://openalex.org/W2792258377","https://openalex.org/W1530596433","https://openalex.org/W2096105566","https://openalex.org/W1993854306"],"abstract_inverted_index":{"The":[0,45],"aim":[1],"of":[2,12,28,31,36,48,65,76,79,101,120],"this":[3,49],"paper":[4],"is":[5,23,51],"to":[6],"propose":[7],"a":[8,59,70,106,134],"new":[9],"numerical":[10],"approximation":[11,22,103],"the":[13,26,32,37,63,66,74,85,89,99,121,130,147,151],"Kalman-Bucy":[14,148],"filter":[15,132,149],"for":[16,62],"semi-Markov":[17,34,80,91],"jump":[18],"linear":[19,153],"systems.":[20],"This":[21],"based":[24],"on":[25,73,94],"selection":[27],"typical":[29],"trajectories":[30],"driving":[33,90],"chain":[35],"process":[38],"by":[39],"using":[40],"an":[41,115],"optimal":[42],"quantization":[43,122],"technique.":[44],"main":[46],"advantage":[47],"approach":[50],"that":[52],"it":[53],"makes":[54],"pre-computations":[55],"possible.":[56],"We":[57,128],"derive":[58,114],"Lipschitz":[60],"property":[61],"solution":[64],"Riccati":[67,82],"equation":[68],"and":[69,113,124,141,150],"general":[71,107],"result":[72],"convergence":[75,100],"perturbed":[77],"solutions":[78],"switching":[81],"equations":[83],"when":[84],"perturbation":[86],"comes":[87],"from":[88],"chain.":[92],"Based":[93],"these":[95],"results,":[96],"we":[97],"prove":[98],"our":[102],"scheme":[104],"in":[105,118,133],"infinite":[108],"countable":[109],"state":[110],"space":[111],"framework":[112],"error":[116,123],"bound":[117],"terms":[119],"time":[125],"discretization":[126],"step.":[127],"employ":[129],"proposed":[131],"magnetic":[135],"levitation":[136],"example":[137],"with":[138,145],"markovian":[139],"failures":[140],"compare":[142],"its":[143],"performance":[144],"both":[146],"Markovian":[152],"minimum":[154],"mean":[155],"squares":[156],"estimator.":[157]},"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2024,"cited_by_count":2},{"year":2023,"cited_by_count":3},{"year":2022,"cited_by_count":4},{"year":2021,"cited_by_count":4},{"year":2020,"cited_by_count":2},{"year":2019,"cited_by_count":4},{"year":2018,"cited_by_count":1},{"year":2016,"cited_by_count":1}],"updated_date":"2026-05-07T13:39:58.223016","created_date":"2025-10-10T00:00:00"}
