Linear filtering for bilinear stochastic differential systems with unknown inputs

DOI10.1109/TAC.2002.803546zbMath1364.93801MaRDI QIDQ5267057

Pasquale Palumbo, Costanzo Manes, Alfredo Germani

Publication date: 20 June 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (11)

On parameter and state estimation for linear differential--algebraic equations ⋮ Optimal filtering over linear observations with unknown parameters ⋮ A decoupled approach to filter design for stochastic systems ⋮ State estimation for stochastic discrete-time systems with multiplicative noises and unknown inputs over fading channels ⋮ Robust state estimation and unknown inputs reconstruction for a class of nonlinear systems: multiobjective approach ⋮ Error covariance bounds for suboptimal filters with Lipschitzian drift and Poisson-sampled measurements ⋮ Mean-square filtering for uncertain linear stochastic systems ⋮ Optimal mean-square state and parameter estimation for stochastic linear systems with Poisson noises ⋮ \(\mathcal H_\infty\) functional filtering for stochastic bilinear systems with multiplicative noises ⋮ State estimation for bilinear systems through minimizing the covariance matrix of the state estimation errors ⋮ Joint state and parameter estimation for uncertain stochastic nonlinear polynomial systems

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