On the Mortensen equation for maximum likelihood state estimation

DOI10.1109/9.793785zbMath0956.93062OpenAlexW2039600416MaRDI QIDQ4506922

Arunabha Bagchi, Shin Ichi Aihara

Publication date: 17 October 2000

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

Full work available at URL: https://doi.org/10.1109/9.793785

zbMATH Keywords

dynamic programmingOnsager-Machlup functionalmaximum likelihood state estimation

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35)

Related Items (3)

Joint maximum \textit{a posteriori} state path and parameter estimation in stochastic differential equations ⋮ The Onsager-Machlup action functional for degenerate stochastic differential equations in a class of norms ⋮ Maximum a posteriori state path estimation: discretization limits and their interpretation

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