Stochastic Processes, Estimation, and Control

DOI10.1137/1.9780898718591zbMath1171.93006OpenAlexW4300030381MaRDI QIDQ3531271

Jason L. Speyer, Walter H. Chung

Publication date: 22 October 2008

Full work available at URL: https://semanticscholar.org/paper/410cedfadc552a757a94d5c52a9265d1662ebe0d

zbMATH Keywords

Gaussian processKalman filterWiener filterGauss-Markov systemquadratic Gaussian control problem

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Research exposition (monographs, survey articles) pertaining to systems and control theory (93-02) Optimal stochastic control (93E20)

Related Items (18)

Stochastic event-based LQG control: an analysis on strict consistency ⋮ Multivariate Estimator for Linear Dynamical Systems with Additive Laplace Measurement and Process Noises ⋮ A real-time approach for damage identification using hyperchaotic probe and stochastic estimation ⋮ On stability and convergence of optimal estimation for networked control systems with dual packet losses without acknowledgment ⋮ On the robustness of the Bayes and Wiener estimators under model uncertainty ⋮ Optimal Quantizer Scheduling and Controller Synthesis for Partially Observable Linear Systems ⋮ Efficient filtering based on Kullback-Leibler divergence for wireless networked control systems with Markovian packet losses ⋮ Tuning-free filtering for stochastic systems with unmodeled measurement dynamics ⋮ Lyapunov function for nonuniform in time global asymptotic stability in probability with application to feedback stabilization ⋮ Corrected reprint of: A stochastic controller for a scalar linear system with additive Cauchy noise ⋮ A stochastic controller for a scalar linear system with additive Cauchy noise ⋮ On the asymptotical and practical stability of stochastic control systems ⋮ An estimation approach for linear stochastic systems based on characteristic functions ⋮ State estimation over non-acknowledgment networks with Markovian packet dropouts ⋮ Maximum conditional probability stochastic controller for linear systems with additive Cauchy noises ⋮ Design of coherent quantum observers for linear quantum systems ⋮ Bayesian Inverse Problems and Kalman Filters ⋮ A matrix nullspace approach for solving equality-constrained multivariable polynomial least-squares problems

This page was built for publication: Stochastic Processes, Estimation, and Control