A discrete-time optimal filtering approach for non-linear systems as a stable discretization of the Mortensen observer

DOI10.1051/cocv/2017077zbMath1414.93192OpenAlexW2772644336MaRDI QIDQ5376686

Philippe Moireau

Publication date: 17 May 2019

Published in: ESAIM: Control, Optimisation and Calculus of Variations (Search for Journal in Brave)

Full work available at URL: https://hal.inria.fr/hal-01671271v2/file/HJBarticleCR-Final-withFigure.pdf

zbMATH Keywords

optimal filteringHamilton-Jacobi-Bellmandeterministic observertime-discrete nonlinear systems

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Discrete-time control/observation systems (93C55)

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