Discrete-Time Estimation of Nonlinear Continuous-Time Stochastic Systems

DOI10.1007/978-3-319-23180-8_7zbMath1379.93088OpenAlexW1676681726MaRDI QIDQ3133936

Mariusz Domżalski, Zdzisław Kowalczuk

Publication date: 8 February 2018

Published in: Advances in Intelligent Systems and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-23180-8_7

zbMATH Keywords

state estimationnonlinear dynamicsKalman filteringcontinuous-time stochastic systemsdiscrete-time measurements

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear systems in control theory (93C10) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Modelling and estimation strategies for fault diagnosis of non-linear systems. From analytical to soft computing approaches.
• Fundamentals of stochastic filtering
• Stochastic models, information theory, and Lie groups. Volume I: Classical results and geometric methods
• On Unscented Kalman Filtering for State Estimation of Continuous-Time Nonlinear Systems

This page was built for publication: Discrete-Time Estimation of Nonlinear Continuous-Time Stochastic Systems