On the optimal state estimation of a class of discrete-time nonlinear systems

DOI10.1109/TCS.1987.1086256zbMath0633.93064OpenAlexW2060662035MaRDI QIDQ3772099

Engin Yaz

Publication date: 1987

Published in: IEEE Transactions on Circuits and Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tcs.1987.1086256

zbMATH Keywords

discrete-time nonlinear stochastic systemsoptimal linear estimator

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Nonlinear systems in control theory (93C10) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12) Stochastic stability in control theory (93E15)

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Robust, exponentially fast state estimator for some non-linear stochastic systems ⋮ Extended Kalman filtering with stochastic nonlinearities and multiple missing measurements ⋮ Recent advances on recursive filtering and sliding mode design for networked nonlinear stochastic systems: a survey ⋮ A game theory approach to mixed control for a class of stochastic time-varying systems with randomly occurring nonlinearities ⋮ Linear state estimators for non-linear stochastic systems with noisy non-linear observations ⋮ Linear state estimators for non-linear stochastic systems with noisy non-linear observations

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