An alternative approach to non-linear filtering: maximizing the probability of hitting a target set†‡

DOI10.1080/00207728208926349zbMath0488.93053OpenAlexW1999838173WikidataQ126251611 ScholiaQ126251611MaRDI QIDQ3950423

Yaakov Yavin

Publication date: 1982

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207728208926349

zbMATH Keywords

nonlinear estimationgain matrixdynamic state estimator

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10) Stochastic systems in control theory (general) (93E03)

Cites Work

• Unnamed Item
• Optimal bang-bang control of partially observable stochastic systems†
• An alternative approach to non-linear filtering†
• Observers for nonlinear stochastic systems
• Diffusion processes with continuous coefficients, I

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