Joint state and parameter robust estimation of stochastic nonlinear systems

DOI10.1002/rnc.3490zbMath1346.93367OpenAlexW2255253655MaRDI QIDQ2820453

Vladimir Stojanovic, Novak Nedic

Publication date: 16 September 2016

Published in: International Journal of Robust and Nonlinear Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/rnc.3490

zbMATH Keywords

non-Gaussian noisestochastic nonlinear systemsjoint state and parameter estimationextended robust filter

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

Related Items (17)

Design of a steering control law for an autonomous underwater vehicle using nonlinear \(\mathscr {H}_{\infty }\) state feedback technique ⋮ A novel robust Kalman filter with unknown non-stationary heavy-tailed noise ⋮ Residual symmetry, Bäcklund transformation and CRE solvability of a \((2+1)\)-dimensional nonlinear system ⋮ An adaptive neural network-based controller for car driving simulators ⋮ Inverse sum indeg reciprocal status index and co-index of graphs ⋮ Simultaneous estimation and modeling of nonlinear, non-Gaussian state-space systems ⋮ New bounds for the empirical robust Kullback-Leibler divergence problem ⋮ Practical stability of continuous-time stochastic nonlinear system via event-triggered feedback control ⋮ Parameter estimation for a class of time‐varying systems with the invariant matrix ⋮ Robust identification for fault detection in the presence of non-Gaussian noises: application to hydraulic servo drives ⋮ Robust self-triggered MPC with fast convergence for constrained linear systems ⋮ A Lorentzian IHT for complex-valued sparse signal recovery ⋮ Dynamic relationship analysis between NAFTA stock markets using nonlinear, nonparametric, non-stationary methods ⋮ Exact and numerical solutions of time-fractional advection-diffusion equation with a nonlinear source term by means of the Lie symmetries ⋮ Negotiating team formation using deep reinforcement learning ⋮ PID: a PDF-induced distance based on permutation cross-distribution entropy ⋮ Diffusion-probabilistic least mean square algorithm

Cites Work

• Unnamed Item
• Practical development of the second-order extended Kalman filter for very long range radar tracking
• Nonlinear tire force estimation and road friction identification: Simulation and experiments
• A novel on-line Observer/Kalman filter identification method and its application to input-constrained active fault-tolerant tracker design for unknown stochastic systems
• Robust Kalman filtering for nonlinear multivariable stochastic systems in the presence of non-Gaussian noise
• Extended Kalman filter and adaptive backstepping for mean temperature control of a three-way catalytic converter
• Robust bayesian estimation for the linear model and robustifying the Kalman filter
• Analysis of recursive stochastic algorithms
• Asymptotic behavior of the extended Kalman filter as a parameter estimator for linear systems
• Real‐time Kalman filtering based on distributed measurements
• Robust Statistics

This page was built for publication: Joint state and parameter robust estimation of stochastic nonlinear systems