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

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)

Recommendations

• Discrete-time filtering for nonlinear polynomial systems over linear observations
• Polynomial Filtering for Linear Discrete Time Non-Gaussian Systems
• Polynomial filtering of discrete-time stochastic linear systems with multiplicative state noise
• Discrete-time filtering for nonlinear polynomial systems
• scientific article; zbMATH DE number 3869191

Cites work

• scientific article; zbMATH DE number 5919872 (Why is no real title available?)
• scientific article; zbMATH DE number 52241 (Why is no real title available?)
• scientific article; zbMATH DE number 1943851 (Why is no real title available?)
• scientific article; zbMATH DE number 2061746 (Why is no real title available?)
• scientific article; zbMATH DE number 2062335 (Why is no real title available?)
• scientific article; zbMATH DE number 3256958 (Why is no real title available?)
• Asynchronous \(l_2-l_{\infty}\) filtering for discrete-time stochastic Markov jump systems with randomly occurred sensor nonlinearities
• Bayesian estimation and tracking. A practical guide
• Bayesian filtering and smoothing
• Cubature Kalman Filters
• Discrete-time filtering for nonlinear polynomial systems over linear observations
• Dynamical equations for optimal nonlinear filtering
• Efficient adaptation of design parameters of derivative-free filters
• Error of calculating the optimal Bayesian estimate using the Monte Carlo method in nonlinear problems
• Event-triggered distributed state estimation with randomly occurring uncertainties and nonlinearities over sensor networks: a delay-fractioning approach
• Extended \(\mathcal H_\infty\) filtering of Markov jump nonlinear systems with general uncertain transition probabilities
• Fault detection filter design for switched systems with quantization effects
• New developments in state estimation for nonlinear systems
• New trends in optimal filtering and control for polynomial and time-delay systems
• Non-fragile dissipative filtering for 2-D switched systems
• Nonlinear Kalman filtering for force-controlled robot tasks.
• Root-mean-square filtering of the state of polynomial stochastic systems with multiplicative noise
• Sequential Monte Carlo Methods in Practice
• Square-Root Quadrature Kalman Filtering
• Stochastic processes and filtering theory

Cited in

(3)

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

This page was built for publication: Efficiency analysis of a filtering algorithm for discrete-time linear stochastic systems with polynomial measurements

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2423922)