A smoothing filter based on an analogue of a Kalman filter for a guaranteed estimation of the state of dynamical systems

DOI10.1016/J.JAPPMATHMECH.2016.01.005zbMath1432.93355OpenAlexW2287827263MaRDI QIDQ2011441

A. M. Shmatkov

Publication date: 7 December 2019

Published in: Journal of Applied Mathematics and Mechanics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jappmathmech.2016.01.005

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Linear vibration theory (70J99)

Uses Software

• Ellipsoidal Toolbox

Cites Work

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• Constructing an analogue of the Kalman filter for a guaranteed state estimation of a dynamic system
• A comparison of stochastic and ellipsoidal uncertainty estimators for dynamical systems with bounded perturbations
• Optimal estimation theory for dynamic systems with set membership uncertainty: An overview
• Ellipsoidal calculus for estimation and control
• On the problem of comparing probabilistic and guaranteed approaches to the forecast of a phase state of dynamic systems
• Stochastic processes and filtering theory
• On the Differential Equations Satisfied by Conditional Probablitity Densities of Markov Processes, with Applications

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