Root-mean-square filtering of the state of polynomial stochastic systems with multiplicative noise
From MaRDI portal
Publication:315115
DOI10.1134/S000511791602003XzbMath1346.93373MaRDI QIDQ315115
Publication date: 19 September 2016
Published in: Automation and Remote Control (Search for Journal in Brave)
Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Estimation and detection in stochastic control theory (93E10)
Related Items (4)
A distributed dynamic event-triggered mechanism to HMM-based observer design for \(H_\infty\) sliding mode control of Markov jump systems ⋮ Efficiency analysis of a filtering algorithm for discrete-time linear stochastic systems with polynomial measurements ⋮ Adaptive sliding mode control of Markov jump systems with completely unknown mode information ⋮ Stability analysis and stabilization of discrete-time non-homogeneous semi-Markov jump linear systems: a polytopic approach
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Sliding mode filter design for nonlinear polynomial systems with unmeasured states
- On recent advance of nonlinear filtering theory: emphases on global approaches
- Introduction to stochastic control theory
- Approximate finite-dimensional filtering for polynomial states over polynomial observations
- Exact finite-dimensional filters for certain diffusions with nonlinear drift
- Filtering of Stochastic Nonlinear Differential Systems via a Carleman Approximation Approach
- Optimal controller for uncertain stochastic polynomial systems with deterministic disturbances
- On the Differential Equations Satisfied by Conditional Probablitity Densities of Markov Processes, with Applications
- Complete Real Time Solution of the General Nonlinear Filtering Problem Without Memory
- Optimal filtering for incompletely measured polynomial states over linear observations
- Optimal filtering for polynomial system states with polynomial multiplicative noise
- Some Applications of Stochastic Differential Equations to Optimal Nonlinear Filtering
This page was built for publication: Root-mean-square filtering of the state of polynomial stochastic systems with multiplicative noise