scientific article; zbMATH DE number 1766614
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Publication:4538018
zbMath1002.93061MaRDI QIDQ4538018
Publication date: 11 July 2002
Full work available at URL: http://www.numdam.org/item?id=ASNSP_1997_4_25_3-4_435_0
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Related Items (8)
Algorithms for overcoming the curse of dimensionality for certain Hamilton-Jacobi equations arising in control theory and elsewhere ⋮ Mortensen observer for a class of variational inequalities – lost equivalence with stochastic filtering approaches ⋮ A discrete-time optimal filtering approach for non-linear systems as a stable discretization of the Mortensen observer ⋮ Deterministic least squares filtering. ⋮ Neural network based nonlinear observers ⋮ Identification of weakly coupled multiphysics problems. application to the inverse problem of electrocardiography ⋮ Data assimilation: The Schrödinger perspective ⋮ The deterministic interpretation of the Kalman filter
Cites Work
- Lectures on stochastic control and nonlinear filtering. Lectures delivered at the Indian Institute of Science, Bangalore, under the T.I.F.R.-I.I.Sc. programme in applications of mathematics. Notes by K. M. Ramachandran
- Robust/\(H_{\infty}\) filtering for nonlinear systems
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- Nonlinear filtering and large deviations:a pde-control theoretic approach
- Optimal Control for Partially Observed Diffusions
- Risk-sensitive control and dynamic games for partially observed discrete-time nonlinear systems
- Nonlinear Filtering Revisited: A Spectral Approach
- Variational Analysis
- Uniqueness for Viscosity Solutions of Nonstationary Hamilton–Jacobi–Bellman Equations under Some a Priori Conditions (with Applications)
- Asymptotic Stability of the Optimal Filter with Respect to Its Initial Condition
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