Methods of ellipsoidal filtration in nonlinear stochastic systems on manifolds

DOI10.1134/S0005117918010101zbMath1391.93259OpenAlexW2794429291MaRDI QIDQ1641951

I. N. Sinitsyn, I. V. Sergeev, V. I. Sinitsyn, E. R. Korepanov

Publication date: 20 June 2018

Published in: Automation and Remote Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0005117918010101

zbMATH Keywords

conditionally optimal filteringsuboptimal filteringmodified ellipsoidal conditionally optimal filterstochastic system on manifoldsunnormalized a posteriori distributionvibroprotective equipment

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10)

Cites Work

• A note on random intensities and conditional survival functions
• Some Applications of Stochastic Differential Equations to Optimal Nonlinear Filtering
• On the optimal filtering of diffusion processes
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