Feedback quadratic filtering

DOI10.1016/j.automatica.2017.04.046zbMath1376.93105OpenAlexW2616319328MaRDI QIDQ2409139

Giovanni Palombo, Francesco Conte, Filippo Cacace, Alfredo Germani

Publication date: 11 October 2017

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2017.04.046

zbMATH Keywords

Kalman filtersnon-Gaussian processesfiltering theory

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Asymptotic stability in control theory (93D20)

Related Items (8)

Feedback quadratic filtering ⋮ Optimal linear and quadratic estimators for tracking from distance measurements ⋮ Quadratic estimation for stochastic systems in the presence of random parameter matrices, time-correlated additive noise and deception attacks ⋮ Quadratic filtering for discrete time-varying non-Gaussian systems under binary encoding schemes ⋮ Distributed estimation for multi‐agent systems with relative measurements and quantized communication: A feedback quadratic framework ⋮ Quadratic filtering for discrete-time systems with measurement delay and packet dropping ⋮ Feedback polynomial filtering and control of non-Gaussian linear time-varying systems ⋮ A stochastic optimal regulator for a class of nonlinear systems

Cites Work

• Geometric state-space theory in linear multivariable control: A status report
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• Feedback quadratic filtering
• Robust Kalman filtering for nonlinear multivariable stochastic systems in the presence of non-Gaussian noise
• Validation of state-space models from a single realization of non-Gaussian measurements
• Optimal linear-quadratic systems for detection and estimation
• Asymptotically robust detection of a known signal in contaminated non-Gaussian noise
• Polynomial Filtering for Linear Discrete Time Non-Gaussian Systems
• Optimal quadratic filtering of linear discrete-time non-Gaussian systems
• Use of the Kalman Filter for Inference in State-Space Models With Unknown Noise Distributions
• On the optimal filtering of diffusion processes
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