Asymptotic expansions and Lie algebras for some nonlinear filtering problems

DOI10.1109/TAC.1983.1103307zbMath0538.93058OpenAlexW1986078421MaRDI QIDQ3325596

Steven I. Marcus, Chang-Huan Liu, Gilmer L. Blankenship

Publication date: 1983

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.1983.1103307

zbMATH Keywords

asymptotic expansionsnonlinear filteringpolynomial nonlinearityLie algebraic approximation

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Lie algebras and Lie superalgebras (17B99)

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