Polynomial Filtering for Linear Discrete Time Non-Gaussian Systems
From MaRDI portal
Publication:4715972
DOI10.1137/S0363012993252899zbMath0856.93094MaRDI QIDQ4715972
Alfredo Germani, Massimo Raimondi, Francesco Carravetta
Publication date: 25 February 1997
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10)
Related Items (32)
A study on input noise second-order filtering and smoothing of linear stochastic discrete systems with packet dropouts ⋮ Quadratic estimation from uncertain observations with white plus coloured noises using covariance information ⋮ Moment stability of nonlinear discrete stochastic systems with time-delays based on \(\mathcal{H}\)-representation technique ⋮ Quantised polynomial filtering for nonlinear systems with missing measurements ⋮ State estimation of stochastic systems with switching measurements: A polynomial approach ⋮ Quadratic estimation for discrete time-varying non-Gaussian systems with multiplicative noises and quantization effects ⋮ Feedback quadratic filtering ⋮ Suboptimal stochastic linear feedback control of linear systems with state- and control-dependent noise: The incomplete information case ⋮ Linear and quadratic estimation using uncertain observations from multiple sensors with correlated uncertainty ⋮ Robust planar tracking via a virtual measurement approach ⋮ Quadratic covariance‐constrained filtering for linear and non‐linear systems with non‐Gaussian noises ⋮ Robust estimation algorithm based on prior probability statistics ⋮ Second-order polynomial estimators from uncertain observations using covariance information ⋮ Moment propagation of polynomial systems through Carleman linearization for probabilistic safety analysis ⋮ A novel suboptimal method for solving polynomial filtering problems ⋮ Distributed estimation for multi‐agent systems with relative measurements and quantized communication: A feedback quadratic framework ⋮ A discrete-time observer based on the polynomial approximation of the inverse observability map ⋮ Suboptimal linear estimation for continuous-discrete bilinear systems ⋮ Feedback polynomial filtering and control of non-Gaussian linear time-varying systems ⋮ Nearest-neighbour modelling of reciprocal chains ⋮ Filtering and fault detection for nonlinear systems with polynomial approximation ⋮ Quadratic estimation problem in discrete-time stochastic systems with random parameter matrices ⋮ Polynomial fixed-point smoothing of uncertainly observed signals based on covariances ⋮ Descriptor recursive estimation for multiple sensors with different delay rates ⋮ Least-squares polynomial estimation from observations featuring correlated random delays ⋮ Least-squares \(\nu\) th-order polynomial estimation of signals from observations affected by non-independent uncertainty ⋮ Distribution function tracking filter design using hybrid characteristic functions ⋮ Optimal quadratic solution for the non-Gaussian finite-horizon regulator problem ⋮ A state predictor for continuous-time stochastic systems ⋮ On parameter estimation of Heston's stochastic volatility model: a polynomial filtering method ⋮ Cubification of \(\sigma \pi \)-SDE and exact moment equations ⋮ Quadratic estimation of multivariate signals from randomly delayed measurements
This page was built for publication: Polynomial Filtering for Linear Discrete Time Non-Gaussian Systems
