A state predictor for continuous-time stochastic systems

DOI10.1016/j.sysconle.2016.10.004zbMath1351.93152OpenAlexW2548006982MaRDI QIDQ730105

Alfredo Germani, Filippo Cacace, Valerio Cusimano, Pasquale Palumbo

Publication date: 23 December 2016

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10281/246807

zbMATH Keywords

nonlinear systemsnonlinear filteringKalman filteringstochastic systemsCarleman approximation

Mathematics Subject Classification ID

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

Related Items (4)

Optimal filtering for a class of linear Itô stochastic systems: the dichotomic case ⋮ Finite-time \(H_2/H_\infty\) control for linear Itô stochastic systems with \((x,u,v)\)-dependent noise ⋮ Suboptimal linear estimation for continuous-discrete bilinear systems ⋮ A stochastic optimal regulator for a class of nonlinear systems

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