An approximate filter for a partially observed piecewise linear system with small observation noise

DOI10.1016/0167-6911(93)90066-FzbMATH Open0768.93082OpenAlexW2037423619MaRDI QIDQ1803852FDOQ1803852

Authors: M.-C. Roubaud 

Publication date: 29 June 1993

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

Full work available at URL: https://doi.org/10.1016/0167-6911(93)90066-f

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zbMATH Keywords

Kalman-Bucy filterapproximate filterdetectability hypothesissmall observation noise

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Observability (93B07) Linear systems in control theory (93C05)

Cites Work

• Efficiency of the Extended Kalman Filter for Nonlinear Systems with Small Noise
• Nonlinear Filtering of One-Dimensional Diffusions in the Case of a High Signal-to-Noise Ratio
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• A conditionally almost linear filtering problem with non-gaussian initial condition^∗
• Asymptotic Analysis of the Optimal Filtering Problem for One-Dimensional Diffusions Measured in a Low Noise Channel, Part II
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• Piecewise Monotone Filtering with Small Observation Noise
• Asymptotic Analysis of the Optimal Filtering Problem for Two-Dimensional Diffusions Measured in a Low Noise Channel
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• Piecewise linear filtering with small observation noise
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Cited In (7)

• Linear Markov approximations of piecewise linear stochastic systems
• Title not available (Why is that?)
• An alternative sequential method for the state estimation of a partially observed SETAR(1) process
• Piecewise linear filtering with small observation noise
• Piecewise Monotone Filtering with Small Observation Noise
• Approximate filters for a nonlinear discrete time filtering problem with small observation noise
• Discrete-time piecewise linear filtering with small observation noise

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