scientific article; zbMATH DE number 3843628

MaRDI QIDQ3313745zbMATH OpenFDO

Authors Y. Yavin

Publication date 1982

zbMATH Keywords

Kalman filternonlinear stochastic systems

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Inference from stochastic processes and prediction (62M20) Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10) Filtering in stochastic control theory (93E11)

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• The discretization filter: A simple way to estimate nonlinear state space models
• Kalman Filter for Discrete-Time Stochastic Linear Systems Subject to Intermittent Unknown Inputs
• A discrete-time optimal filtering approach for non-linear systems as a stable discretization of the mortensen observer
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• A maximum-likelihood Kalman filter for switching discrete-time linear systems

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