A novel suboptimal method for solving polynomial filtering problems

DOI10.1016/j.automatica.2015.09.001zbMath1329.93145OpenAlexW1932920577MaRDI QIDQ901091

Wen-Lin Chiou, Xue Luo, Yang Jiao, Stephen Shing-Toung Yau

Publication date: 23 December 2015

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2015.09.001

zbMATH Keywords

recursive algorithmestimation theorypolynomial filtering problemssuboptimal filter

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Stochastic systems in control theory (general) (93E03)

Related Items (2)

Suboptimal linear estimation for continuous-discrete bilinear systems ⋮ The suboptimal method via probabilists' Hermite polynomials to solve nonlinear filtering problems

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