Optimal filter realization for a class of nonlinear systems with finite- dimensional estimation algebra

DOI10.1016/S0167-6911(84)80047-XzbMath0541.93067OpenAlexW2071329919WikidataQ57979302 ScholiaQ57979302MaRDI QIDQ795003

Zvi S. Roth, Kenneth A. Loparo

Publication date: 1984

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

Full work available at URL: https://doi.org/10.1016/s0167-6911(84)80047-x

zbMATH Keywords

nonlinear filteringestimation algebrafinite dimensional filters

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Lie algebras and Lie superalgebras (17B99)

Cites Work

• Exponential stability in discrete-time filtering for non-ergodic signal.
• Exact finite-dimensional filters for certain diffusions with nonlinear drift
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