Dynamic Observers as Asymptotic Limits of Recursive Filters: Special Cases
From MaRDI portal
Publication:3807947
DOI10.1137/0148068zbMath0658.93017OpenAlexW1992443428MaRDI QIDQ3807947
John S. Baras, Alain Bensoussan, Matthew R. James
Publication date: 1988
Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/1903/4502
Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Observability (93B07) Large deviations (60F10)
Related Items (19)
Some Large Deviation Asymptotics in Small Noise Filtering Problems ⋮ Observer design based on immersion technics and canonical form ⋮ On the stability and the uniform propagation of chaos properties of ensemble Kalman-Bucy filters ⋮ Conditions for stability of the extended Kalman filter and their application to the frequency tracking problem ⋮ On the mathematical theory of ensemble (linear-Gaussian) Kalman-Bucy filtering ⋮ Detectability and state estimation for linear age-structured population diffusion models ⋮ Nonlinear filtering in target tracking using cooperative mobile sensors ⋮ On the stock estimation for a harvested fish population ⋮ Hybrid adaptive extended state observer for event‐triggered networked nonlinear systems subject to deception attacks and external disturbances ⋮ Sequential stochastic control (single or multi-agent) problems nearly admit change of measures with independent measurement ⋮ A discrete-time optimal filtering approach for non-linear systems as a stable discretization of the Mortensen observer ⋮ On the convergence of the unscented Kalman filter ⋮ On Stability of a Class of Filters for Nonlinear Stochastic Systems ⋮ On the stability and the concentration of extended Kalman-Bucy filters ⋮ Design of mixed \(H_2\)-dissipative observers with stochastic resilience for discrete-time nonlinear systems ⋮ An adaptive high-gain observer for nonlinear systems ⋮ Adaptive-Gain Observers and Applications ⋮ SYNCHRONIZATION THROUGH FILTERING ⋮ A quantum extended Kalman filter
This page was built for publication: Dynamic Observers as Asymptotic Limits of Recursive Filters: Special Cases