A two-body continuous-discrete filter

DOI10.1007/S11071-007-9199-0MaRDI QIDQ840358zbMATH OpenOpenAlexFDO

Authors Shambhu N. Sharma, Harish Parthasarathy

Publication date 11 September 2009

Published in Nonlinear Dynamics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11071-007-9199-0

zbMATH Keywords

Brownian motionKolmogorov forward equationmaximum likelihood estimatestochastic accelerationtwo-body problem

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Two-body problems (70F05)

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Cites work

• Exact finite-dimensional nonlinear filters
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• scientific article; zbMATH DE number 3403601 (Why is no real title available?)
• scientific article; zbMATH DE number 5187317 (Why is no real title available?)
• On the Differential Equations Satisfied by Conditional Probablitity Densities of Markov Processes, with Applications
• Optimal estimation equations for the state vector of a stochastic bilinear system: its bilinear approximation
• Optimal filters for bilinear systems with nilpotent Lie algebras
• Precomputed-Gain Nonlinear Filters for Nonlinear Systems With State-Dependent Noise
• Stochastic processes and filtering theory
• Third-order approximate Kushner filter for a non-linear dynamical system

Cited in

(5)

• A Kolmogorov-Fokker-Planck approach for a stochastic Duffing-van der Pol system
• scientific article; zbMATH DE number 1780022 (Why is no real title available?)
• Dynamics of a stochastically perturbed two-body problem
• Nonlinear filtering for a dust-perturbed two-body model
• A perturbation method for estimation of dynamic systems

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