Optimal estimation of nonlinear state nonlinear observation systems

DOI10.1007/BF00939628zbMath0651.93064OpenAlexW2021673779MaRDI QIDQ1106802

George Christakos

Publication date: 1989

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00939628

zbMATH Keywords

recursive estimationfactorable random processesnonlinear modelling and estimation

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12) Sequential estimation (62L12)

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Cites Work

• Classical diffusion processes and total positivity
• Stochastic differential equations for the non linear filtering problem
• The Structure of Bivariate Distributions
• Edgeworth expansions in state perturbation estimation
• On lie algebras and finite dimensional filtering
• Non-linear filtering by approximation of the a posteriori density
• A second-order method for state estimation of non-linear dynamical systems†
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