Deterministic feedback linearization, Girsanov transformations and finite-dimensional filters

DOI10.1016/0167-6911(89)90024-8zbMath0685.93062OpenAlexW2127113523MaRDI QIDQ1262281

M. Cohen de Lara, Jean Lévine

Publication date: 1989

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6911(89)90024-8

zbMATH Keywords

Duncan-Mortensen-Zakai equationGirsanov transformationsstate-feedback linearization methodsStratonovitch stochastic differential equations

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Stochastic systems in control theory (general) (93E03)

Related Items (1)

Applications and prospect of the nonlinear decoupling method

Cites Work

• Nonlinear control systems: An introduction
• Global state and feedback equivalence of nonlinear systems
• Unique characterization of conditional distributions in nonlinear filtering
• Fast projection methods for minimal design problems in linear system theory
• On the linear equivalents of nonlinear systems
• Algebraic and Geometric Methods in Nonlinear Filtering
• On the Reference Probability Approach to the Equations of Non-Linear Filtering
• Exact finite-dimensional filters for certain diffusions with nonlinear drift
• Finite dimensional realizations of stochastic p.d.e.'s and application to filtering
• On the optimal filtering of diffusion processes
• Structural Invariants of Linear Multivariable Systems
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Deterministic feedback linearization, Girsanov transformations and finite-dimensional filters