A two-body continuous-discrete filter

DOI10.1007/s11071-007-9199-0zbMath1170.70320OpenAlexW2069886394MaRDI QIDQ840358

Shambhu N. Sharma, Harish Parthasarathy

Publication date: 11 September 2009

Published in: Nonlinear Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11071-007-9199-0

zbMATH Keywords

Brownian motiontwo-body problemmaximum likelihood estimateKolmogorov forward equationstochastic acceleration

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Two-body problems (70F05)

Related Items (3)

Nonlinear filtering for a dust-perturbed two-body model ⋮ A perturbation method for estimation of dynamic systems ⋮ A Kolmogorov-Fokker-Planck approach for a stochastic Duffing-van der Pol system

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Optimal estimation equations for the state vector of a stochastic bilinear system: its bilinear approximation
• Stochastic processes and filtering theory
• Precomputed-Gain Nonlinear Filters for Nonlinear Systems With State-Dependent Noise
• Exact finite-dimensional nonlinear filters
• Optimal filters for bilinear systems with nilpotent Lie algebras
• On the Differential Equations Satisfied by Conditional Probablitity Densities of Markov Processes, with Applications
• Third-order approximate Kushner filter for a non-linear dynamical system

This page was built for publication: A two-body continuous-discrete filter