Efficiency analysis of a filtering algorithm for discrete-time linear stochastic systems with polynomial measurements

DOI10.1016/J.JFRANKLIN.2019.02.036zbMATH Open1415.93267OpenAlexW2946492058MaRDI QIDQ2423922FDOQ2423922

Authors: O. A. Stepanov, A. B. Toropov, A. V. Loparev, Michael Basin, Valeriĭ Aleksandrovich Vasil'ev 

Publication date: 21 June 2019

Published in: Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jfranklin.2019.02.036

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zbMATH Keywords

polynomial filterdiscrete-time linear stochastic systemsfiltering algorithm efficiency

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Stochastic systems in control theory (general) (93E03)

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Cited In (3)

• Maximum cross section method in the filtering problem for continuous systems with Markovian switching
• Polynomial filtering of discrete-time stochastic linear systems with multiplicative state noise
• Event-triggered control for networked control system via an improved integral inequality

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