Impulse control in Kalman-like filtering problems

DOI10.1155/S104895339800001XMaRDI QIDQ1264405zbMATH OpenOpenAlexFDO

Authors Michael Basin, M. A. Pinsky

Publication date 9 February 1999

Published in Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/48055

zbMATH Keywords

filtering equationsimpulse control approachKalman-like filtering problemsobservation equationscalar nonlinear state and nonlinear observation equationstransition matrix

Mathematics Subject Classification ID

Stability theory of functional-differential equations (34K20) Observability (93B07) Stability of control systems (93D99) Filtering in stochastic control theory (93E11)

Review text

Summary: The authors develop an impulse control approach to the observation process in Kalman-like filtering problems, which is based on impulsive modeling of the transition matrix in an observation equation. The impulse control generates jumps of the estimate variance from its current position down to zero and, as a result, enables one to obtain filtering equations for the Kalman estimate with zero variance for all post-jump time moments. Filtering equations for the estimates with zero variances are obtained in the conventional linear filtering problem and in the case of scalar nonlinear state and nonlinear observation equations.

Recommendations

• On impulse and continuous observation control design in Kalman filtering problem
• Control of Kalman-like filters using impulse and continuous feedback design
• scientific article; zbMATH DE number 1140015
• On the problem of impulse measurement feedback control

Cited in

(6)

• On impulse and continuous observation control design in Kalman filtering problem
• Control of Kalman-like filters using impulse and continuous feedback design
• On the Mittag-Leffler stability of impulsive fractional solow-type models
• scientific article; zbMATH DE number 1140015 (Why is no real title available?)
• On the problem of impulse measurement feedback control
• An impulsive delay discrete stochastic neural network fractional-order model and applications in finance

This page was built for publication: Impulse control in Kalman-like filtering problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1264405)