Optimal non-linear estimation†

DOI10.1080/00207177108932120MaRDI QIDQ5632423zbMATH OpenOpenAlexWikidataFDO

Authors D. G. Lainiotis

Publication date 1971

Published in International Journal of Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207177108932120

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10)

Cites work

• A general likelihood-ratio formula for random signals in Gaussian noise
• scientific article; zbMATH DE number 3278065 (Why is no real title available?)
• scientific article; zbMATH DE number 3358330 (Why is no real title available?)

Cited in

(22)

• Optimal partitioned filter of stochastic distributed parameter dynamical systems with unknown initial state
• Parameter estimation of partially observed continuous time stochastic processes via the EM algorithm
• Partitioning filters
• On the development of practical nonlinear filters
• Gaussian sum approximations in nonlinear filtering and control
• Partitioned estimation algorithms. I: Nonlinear estimation
• Partitioned estimation algorithms. II: Linear estimation
• A unifying framework for linear estimation: Generalized partitioned algorithms
• Optimal open-loop feedback control for linear systems with unknown parameters
• Square-root algorithms for parallel processing in optimal estimation
• New doubling algorithm for the discrete periodic Riccati equation
• Adaptive nonlinear continuous-discrete filtering
• A survey of data smoothing for linear and nonlinear dynamic systems
• Joint detection-estimation of Gaussian signals in white Gaussian noise
• Optimal adaptive control of linear systems with unknown measurement subsystems
• Partitioned estimators based on the perturbed Kalman filter equations
• Multipartitioning in distributed parameter adaptive estimation
• A modal approach for estimation in distributed parameter systems
• An adaptive algorithm for optimal non-linear estimation in stochastic systems
• Adaptive distributed partitioning filters: non-gaussian initial conditions
• Partitioning nonlinear filters for non-gaussian initial conditions and correlated noises
• A survey of recursive algorithms for the solution of the discrete time Riccati Equation

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