Approximate nonlinear filtering for piecewise linear systems

DOI10.1016/0167-6911(88)90078-3zbMATH Open0662.93075OpenAlexW2092459832MaRDI QIDQ1114657FDOQ1114657

Authors 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

time discretizationconvergence theoremnonlinear filtering

Mathematics Subject Classification ID

Convergence of probability measures (60B10) 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)

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Cites Work

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

Cited In (13)

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• Efficient Nonlinear Wiener Model Identification Using a Complex-Valued Simplicial Canonical Piecewise Linear Filter
• Linear Markov approximations of piecewise linear stochastic systems
• Autoregressive model with partial forgetting within Rao-Blackwellized particle filter
• Some applied problems of recursive piecewise-linear filtering
• Approximation of the Filter Equation for Multiple Timescale, Correlated, Nonlinear Systems
• Nonlinear filtering for systems with random structure
• An approximate filter for a partially observed piecewise linear system with small observation noise
• Generalized continuous mixed p‐norm based sliding window algorithm for a bilinear system with impulsive noise
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• Approximate filters for a nonlinear discrete time filtering problem with small observation noise
• Peak-to-peak filtering for periodic piecewise linear polytopic systems

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