Optimal estimation of nonlinear state nonlinear observation systems

DOI10.1007/BF00939628MaRDI QIDQ1106802zbMATH OpenOpenAlexFDO

Authors George Christakos

Publication date 1989

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf00939628

zbMATH Keywords

recursive estimationfactorable random processesnonlinear modelling and estimation

Mathematics Subject Classification ID

Sequential estimation (62L12) Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

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Cites work

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• scientific article; zbMATH DE number 3081828 (Why is no real title available?)
• A second-order method for state estimation of non-linear dynamical systems†
• Classical diffusion processes and total positivity
• Edgeworth expansions in state perturbation estimation
• Non-linear filtering by approximation of the a posteriori density
• On lie algebras and finite dimensional filtering
• Stochastic differential equations for the non linear filtering problem
• The Structure of Bivariate Distributions

Cited in

(15)

• Optimal nonlinear estimation on the plane
• Direct approach to estimation and nonlinear estimation of measurements
• scientific article; zbMATH DE number 56466 (Why is no real title available?)
• Optimization based on quasi-Monte Carlo sampling to design state estimators for non-linear systems
• Geometric estimation of nonlinear process systems
• Recursive nonlinear estimation: A geometric approach
• Sequential nonlinear estimation with nonaugmented priors
• scientific article; zbMATH DE number 3930874 (Why is no real title available?)
• Stationary problem of Bayes nonlinear estimation
• Optimal state estimation for equality‐constrained systems with complex noise
• Active state estimation of nonlinear systems
• A suboptimal algorithm of estimation of the state and the parameters of multidimensional continuous nonlinear systems
• scientific article; zbMATH DE number 4125245 (Why is no real title available?)
• A Bayesian/maximum-entropy view to the spatial estimation problem
• Recursive nonlinear estimation. A geometric approach

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