Abstract
This paper is concerned with the exponential contraction of Markovian switching jump diffusions that involve a partially observed Markov chain. For such partially observed problems, we use a Wonham filter to estimate the Markov chain from the observable evolution of the given process, and convert the original system to a completely observable one. We then establish sufficient conditions of feedback controls for exponential contraction in mean square and almost sure exponential contraction.
Published Version
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