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

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)

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Cites work

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• scientific article; zbMATH DE number 3718234 (Why is no real title available?)
• scientific article; zbMATH DE number 862965 (Why is no real title available?)
• 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
• Asymptotic Analysis of the Optimal Filtering Problem for Two-Dimensional Diffusions Measured in a Low Noise Channel
• 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
• Piecewise Monotone Filtering with Small Observation Noise
• Piecewise linear filtering with small observation noise

Cited in

(7)

• An alternative sequential method for the state estimation of a partially observed SETAR(1) process
• Approximate filters for a nonlinear discrete time filtering problem with small observation noise
• Piecewise Monotone Filtering with Small Observation Noise
• Linear Markov approximations of piecewise linear stochastic systems
• scientific article; zbMATH DE number 4106751 (Why is no real title available?)
• Discrete-time piecewise linear filtering with small observation noise
• Piecewise linear filtering with small observation noise

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