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.

中文翻译：

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具有隐马尔可夫链的切换跳跃扩散的指数收缩

本文关注涉及部分观察到的马尔可夫链的马尔可夫转换跳跃扩散的指数收缩。对于这种部分观察到的问题，我们使用 Wonham 滤波器从给定过程的可观察演化估计马尔可夫链，并将原始系统转换为完全可观察的系统。然后，我们为均方指数收缩和几乎肯定的指数收缩建立反馈控制的充分条件。