scientific article; zbMATH DE number 5841173

MaRDI QIDQ3069283zbMATH OpenFDO

Authors Arthur Krener

Publication date 25 January 2011

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Control/observation systems governed by ordinary differential equations (93C15) Estimation and detection in stochastic control theory (93E10)

Cited in

(10)

• Second-order recursive filtering on the rigid-motion Lie group \(\mathrm{SE}_3\) based on nonlinear observations
• Challenges in optimization with complex PDE-systems. Abstracts from the workshop held February 14--20, 2021 (hybrid meeting)
• Neural network based nonlinear observers
• Second Order Minimum Energy Filtering on $${\text {SE}}_{3}$$ with Nonlinear Measurement Equations
• A discrete-time optimal filtering approach for non-linear systems as a stable discretization of the mortensen observer
• Existence and uniqueness for variational data assimilation in continuous time
• Local well-posedness of the Mortensen observer
• Numerical realization of the Mortensen observer via a Hessian-augmented polynomial approximation of the value function
• Local well-posedness of the minimum energy estimator for a defocusing cubic wave equation
• Exact maximum likelihood nonlinear filtering equations and stability properties of the optimal nonlinear filter

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