Nonlinear filtering for systems with random structure

DOI10.1109/TAC.1986.1104164zbMath0614.93058OpenAlexW2086188879WikidataQ57979273 ScholiaQ57979273MaRDI QIDQ4723657

Kenneth A. Loparo, Zvi S. Roth, Steven J. Eckert

Publication date: 1986

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

Full work available at URL: https://doi.org/10.1109/tac.1986.1104164

zbMATH Keywords

Zakai equationapproximate filtersrandom structure systemsseries connection of Kalman filters

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (6)

Approximation and decomposition of singularly perturbed stochastic hybrid systems ⋮ On the filtering problem for continuous-time Markov jump linear systems with no observation of the Markov chain ⋮ Combined filtering and parameter estimation: Approximations and robustness ⋮ The filtering problem for continuous-time linear systems with Markovian switching coefficients ⋮ State estimation schemes for fault detection and diagnosis in dynamic systems ⋮ The filtering problem for continuous-time linear systems with Markovian switching coefficients

This page was built for publication: Nonlinear filtering for systems with random structure