Optimal estimation of nonlinear state nonlinear observation systems

DOI10.1007/BF00939628zbMATH Open0651.93064OpenAlexW2021673779MaRDI QIDQ1106802FDOQ1106802

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

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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)

Cites Work

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• The Structure of Bivariate Distributions
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• Classical diffusion processes and total positivity
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• On lie algebras and finite dimensional filtering
• Non-linear filtering by approximation of the a posteriori density
• Edgeworth expansions in state perturbation estimation
• A second-order method for state estimation of non-linear dynamical systems†

Cited In (15)

• Direct approach to estimation and nonlinear estimation of measurements
• Optimization based on quasi-Monte Carlo sampling to design state estimators for non-linear systems
• Geometric estimation of nonlinear process systems
• Title not available (Why is that?)
• Optimal state estimation for equality‐constrained systems with complex noise
• Stationary problem of Bayes nonlinear estimation
• Recursive nonlinear estimation. A geometric approach
• Active state estimation of nonlinear systems
• A Bayesian/maximum-entropy view to the spatial estimation problem
• Title not available (Why is that?)
• A suboptimal algorithm of estimation of the state and the parameters of multidimensional continuous nonlinear systems
• Title not available (Why is that?)
• Recursive nonlinear estimation: A geometric approach
• Sequential nonlinear estimation with nonaugmented priors
• Optimal nonlinear estimation on the plane

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