Gaussian sum approximations in nonlinear filtering and control

DOI10.1016/0020-0255(74)90018-8zbMath0291.93053OpenAlexW2086656825MaRDI QIDQ1211469

D. L. Alspach

Publication date: 1974

Published in: Information Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0020-0255(74)90018-8

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10)

Related Items (8)

Simultaneous estimation and modeling of nonlinear, non-Gaussian state-space systems ⋮ Effectiveness of Bayesian filters: an information fusion perspective ⋮ Unified forms for Kalman and finite impulse response filtering and smoothing ⋮ Parameter estimation using splines ⋮ A stochastic regulator using a certainty equivalence control with a nonlinear filter for processing hard limited data ⋮ Recursive Bayesian estimation using piecewise constant approximations ⋮ An alternative approach to non-linear filtering† ⋮ Unnamed Item

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• Dynamic Programming Under Uncertainty with a Quadratic Criterion Function
• Some Types of Optimal Control of Stochastic Systems
• Optimal non-linear estimation†
• Supervised learning sequential structure and parameter adaptive pattern recognition: Discrete data case (Corresp.)
• Monte Carlo study of the optimal non-linear estimator: linear systems with non-gaussian initial states †
• Finite-dimensional sensor orbits and optimal nonlinear filtering
• Dual control based on approximate a posteriori density functions
• Nonlinear Bayesian estimation using Gaussian sum approximations

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