A Practical Approach to Nonlinear Estimation by Using the Maximum Entropy Principle

DOI10.1115/1.3143742zbMath0612.93062OpenAlexW2090736146MaRDI QIDQ3753908

Guy Jumaric

Publication date: 1986

Published in: Journal of Dynamic Systems, Measurement, and Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1115/1.3143742

zbMATH Keywords

polynomial approximationprobability densitynonlinear filteringmaximum entropy principleMarkovian processtransition moments

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Continuous-time Markov processes on general state spaces (60J25) Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10) Approximation by polynomials (41A10) Measures of information, entropy (94A17)

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Solution of the multivariate Fokker–Planck equation by using a maximum path entropy principle ⋮ New approach to control and filtering of mechanical systems by using the estimates of their Lagrangians

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