@article{articlea3fd7623,
title   = {Approximate Kalman-Bucy filter for continuous-time semi-Markov jump linear systems},
author = {Saporta, Benoîte de and Costa, Eduardo Fontoura},
year = {2016},
doi = {10.1109/TAC.2015.2495578},
journal   = {IEEE Transactions on Automatic Control}
}