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Acknowledgments<br />

Xiaobo Deng would like to acknowledge his useful discussion with Dr. Xuezhi Wang<br />

(Department <strong>of</strong> EEE, The University <strong>of</strong> Melbourne), <strong>and</strong> thank the China Scholarship Council for<br />

supporting his visit at the Department <strong>of</strong> EEE, The University <strong>of</strong> Melbourne.<br />

References:<br />

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[9] Seah, C. <strong>and</strong> Hwang, I.: ‘State estimation for stochastic linear hybrid systems with continuousstate-dependent<br />

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[10] Blom, H., <strong>and</strong> Bloem, E.: ‘Exact Bayesian <strong>and</strong> particle filtering <strong>of</strong> stochastic hybrid systems’,<br />

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