Optimal filtering for incompletely measured polynomial systems with multiplicative noise

DOI10.1007/s00034-008-9083-2zbMath1173.93033OpenAlexW2068556243MaRDI QIDQ733709

Dario Calderon-Alvarez, Michael V. Basin

Publication date: 19 October 2009

Published in: Circuits, Systems, and Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00034-008-9083-2

zbMATH Keywords

filteringstochastic systembilinear systemnonlinear polynomial system

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (7)

Sliding mode filtering for stochastic systems with polynomial state and observation equations ⋮ An optimal fault detection approach for piecewise affine systems via diagnostic observers ⋮ Central suboptimal \(H_\infty\) filtering for nonlinear polynomial systems with multiplicative noise ⋮ Mean-square data-based controller for nonlinear polynomial systems with multiplicative noise ⋮ Distributed fusion estimation for multisensor multirate systems with stochastic observation multiplicative noises ⋮ State estimation for a class of discrete nonlinear systems with randomly occurring uncertainties and distributed sensor delays ⋮ Approximate finite-dimensional filtering for polynomial states over polynomial observations

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