Discrete-time estimation of nonlinear continuous-time stochastic systems

DOI10.1007/978-3-319-23180-8_7MaRDI QIDQ3133936zbMATH OpenOpenAlexFDO

Authors Mariusz Domżalski, Zdzisław Kowalczuk

Publication date 8 February 2018

Published in Advances in Intelligent Systems and Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-23180-8_7

zbMATH Keywords

Kalman filteringnonlinear dynamicsstate estimationcontinuous-time stochastic systemsdiscrete-time measurements

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear systems in control theory (93C10) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10)

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Cites work

• scientific article; zbMATH DE number 432498 (Why is no real title available?)
• scientific article; zbMATH DE number 2061746 (Why is no real title available?)
• scientific article; zbMATH DE number 821283 (Why is no real title available?)
• Fundamentals of stochastic filtering
• Modelling and estimation strategies for fault diagnosis of non-linear systems. From analytical to soft computing approaches.
• On Unscented Kalman Filtering for State Estimation of Continuous-Time Nonlinear Systems
• Stochastic models, information theory, and Lie groups. Volume I: Classical results and geometric methods

Cited in

(12)

• Nonlinear Minimum Variance Estimation for Discrete-Time Multi-Channel Systems
• On the state estimation of non-linear discrete-time models: application to unmanned aerial vehicles
• An exact discrete analog of an open linear non-stationary first-order continuous-time system with mixed sample
• A deterministic discretisation-step upper bound for state estimation via Clark transformations
• scientific article; zbMATH DE number 3843628 (Why is no real title available?)
• Discontinuous gradient algorithm for finite-time estimation of time-varying parameters
• A comparison of discretization methods for parameter estimation of nonlinear mechanical systems using extended Kalman filter: symplectic versus classical approaches
• Chandrasekhar-type recursive Wiener estimation technique in linear discrete-time stochastic systems
• Continuous-time and continuous-discrete-time unscented Rauch-Tung-Striebel smoothers
• Computing nonlinear lts estimator based on a random differential evolution strategy
• Discrete-scanning observation problem for stochastic non-linear discrete-time distributed parameter systems
• Estimation for incomplete information stochastic systems from discrete observations

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