An approximate filter for a partially observed piecewise linear system with small observation noise

DOI10.1016/0167-6911(93)90066-FzbMath0768.93082OpenAlexW2037423619MaRDI QIDQ1803852

M.-C. Roubaud

Publication date: 29 June 1993

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

Full work available at URL: https://doi.org/10.1016/0167-6911(93)90066-f

zbMATH Keywords

Kalman-Bucy filterapproximate filterdetectability hypothesissmall observation noise

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Linear systems in control theory (93C05) Observability (93B07)

Related Items

An alternative sequential method for the state estimation of a partially observed SETAR(1) process

Cites Work

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• Piecewise linear filtering with small observation noise
• Piecewise Monotone Filtering with Small Observation Noise
• Efficiency of the Extended Kalman Filter for Nonlinear Systems with Small Noise
• Asymptotic Analysis of the Optimal Filtering Problem for Two-Dimensional Diffusions Measured in a Low Noise Channel
• Asymptotic Analysis of the Optimal Filtering Problem for One-Dimensional Diffusions Measured in a Low Noise Channel, Part II
• Nonlinear Filtering of One-Dimensional Diffusions in the Case of a High Signal-to-Noise Ratio
• A conditionally almost linear filtering problem with non-gaussian initial condition^∗

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