Exact and approximate state estimation for nonlinear dynamic systems

DOI10.1016/0005-1098(75)90074-6zbMath0318.93042OpenAlexW2026467647MaRDI QIDQ1222619

D. F. Liang, G. S. Christensen

Publication date: 1975

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(75)90074-6

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35) Control/observation systems governed by ordinary differential equations (93C15)

Related Items (3)

Optimal structure of continuous nonlinear reduced-order Pugachev filter ⋮ Comments on: Exact and approximate state estimation for nonlinear dynamic systems ⋮ Developing practical filters for non-linear systems using a new approach

Cites Work

• Unnamed Item
• Unnamed Item
• Optimal multichannel nonlinear filtering
• Dynamical equations for optimal nonlinear filtering
• Stochastic processes and filtering theory
• Recursive Bayesian estimation using Gaussian sums
• The matrix minimum principle
• On filtering and smoothing algorithms for non-linear state estimation†

This page was built for publication: Exact and approximate state estimation for nonlinear dynamic systems