Optimal finite-dimensional solution for a class of nonlinear observation problems

DOI10.1007/BF00934085zbMath0471.93014OpenAlexW2148340263MaRDI QIDQ1158126

Markku T. Nihtilä

Publication date: 1982

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

Full work available at URL: https://doi.org/10.1007/bf00934085

zbMATH Keywords

stabilityRiccati transformationoptimal filterPontryagin's principlenonlinear observationsdeterministic least-squares filteringdifferential system with linear dynamics and observationsfilter gainlinear, two-point boundary-value problemstate- linear filtering

Mathematics Subject Classification ID

Observability (93B07) Transformations (93B17) Linear boundary value problems for ordinary differential equations (34B05) Stability of control systems (93D99)

Related Items (1)

Optimal finite-dimensional recursive identification in a polynomial output mapping class

Cites Work

• Invariant imbedding and radiative transfer in spherical shells
• Stochastic processes and filtering theory
• Estimation of phase processes in oscillatory signals and asymptotic expansions
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Optimal finite-dimensional solution for a class of nonlinear observation problems