{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,5,4]],"date-time":"2026-05-04T15:59:53Z","timestamp":1777910393263,"version":"3.51.4"},"reference-count":46,"publisher":"SAGE Publications","issue":"9","license":[{"start":{"date-parts":[[2017,11,21]],"date-time":"2017-11-21T00:00:00Z","timestamp":1511222400000},"content-version":"tdm","delay-in-days":0,"URL":"https:\/\/journals.sagepub.com\/page\/policies\/text-and-data-mining-license"}],"funder":[{"DOI":"10.13039\/501100003141","name":"Consejo Nacional de Ciencia y Tecnolog\u00eda","doi-asserted-by":"publisher","award":["250611"],"award-info":[{"award-number":["250611"]}],"id":[{"id":"10.13039\/501100003141","id-type":"DOI","asserted-by":"publisher"}]}],"content-domain":{"domain":["journals.sagepub.com"],"crossmark-restriction":true},"short-container-title":["Transactions of the Institute of Measurement and Control"],"published-print":{"date-parts":[[2018,6]]},"abstract":"<jats:p>The problem of designing a mean-square filter has been studied for stochastic polynomial systems, where the state equation switches between two different nonlinear functions, over linear observations. A switching signal depends on a random variable modelled as a Bernoulli distributed sequence that takes the quantities of zero and one. The differential equations for the state estimate and the error covariance matrix are obtained in a closed form by expressing the conditional expectation of polynomial terms as functions of the estimate and covariance matrix. Finite-dimensional filtering equations are obtained for a particular case of a third-degree polynomial system. 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