Approximate nonlinear filtering for piecewise linear systems

DOI10.1016/0167-6911(88)90078-3zbMath0662.93075OpenAlexW2092459832MaRDI QIDQ1114657

Catherine Savona

Publication date: 1988

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6911(88)90078-3

zbMATH Keywords

nonlinear filteringtime discretizationconvergence theorem

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear systems in control theory (93C10) Convergence of probability measures (60B10)

Related Items (1)

Autoregressive Model with Partial Forgetting within Rao-Blackwellized Particle Filter

Cites Work

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• Some applied problems of recursive piecewise-linear filtering
• Recursive filtering algorithms for systems with piecewise-linear nonlinearities
• Uniqueness for diffusions with piecewise constant coefficients
• Des resultats de non existence de filtre de dimension finie
• Robustesse de la solution des problemes de filtrage avec bruit blanc independant^†
• An approximation for the nonlinear filtering problem, with error bound^†
• Filtering formulae for partially observed linear systems with non-gaussian initial conditions

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