Algebraic Structure and Finite Dimensional Nonlinear Estimation

DOI10.1137/0509022MaRDI QIDQ4156264zbMATH OpenOpenAlexFDO

Authors Steven I. Marcus, Alan S. Willsky

Publication date 1978

Published in SIAM Journal on Mathematical Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0509022

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10)

Cited in

(7)

• On the joint nonlinear filtering-smoothing of diffusion processes
• Multiple Integral Expansions for Nonlinear Filtering
• Lie-trotter product formulas for nonlinear filtering
• Finite dimensional optimal filters for a class of ltô- processes with jumping parameters
• Explicit filters for diffusions with certain nonlinear drifts^†
• On lie algebras and finite dimensional filtering
• Optimal finite-dimensional recursive identification in a polynomial output mapping class

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