A smoothing filter based on an analogue of a Kalman filter for a guaranteed estimation of the state of dynamical systems

DOI10.1016/J.JAPPMATHMECH.2016.01.005zbMATH Open1432.93355OpenAlexW2287827263MaRDI QIDQ2011441FDOQ2011441

Authors: A. M. Shmatkov 

Publication date: 7 December 2019

Published in: Journal of Applied Mathematics and Mechanics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jappmathmech.2016.01.005

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Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Linear vibration theory (70J99)

Cites Work

• Stochastic processes and filtering theory
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• Ellipsoidal calculus for estimation and control
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• Optimal estimation theory for dynamic systems with set membership uncertainty: An overview
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• On the Differential Equations Satisfied by Conditional Probablitity Densities of Markov Processes, with Applications
• Constructing an analogue of the Kalman filter for a guaranteed state estimation of a dynamic system
• Non-degenerated locally optimal ellipsoidal approximation of state estimate of linear systems
• A comparison of stochastic and ellipsoidal uncertainty estimators for dynamical systems with bounded perturbations
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• On the problem of comparing probabilistic and guaranteed approaches to the forecast of a phase state of dynamic systems
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Cited In (3)

• Smoothing and filtering with a class of outer measures
• A Kalman-Filter Smoothing Approach for Extrapolations in Certain Dose-Response, Damage-Assessment, and Accelerated-Life-Testing Studies
• Constructing an analogue of the Kalman filter for a guaranteed state estimation of a dynamic system

Uses Software

• Ellipsoidal Toolbox

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