Asymptotic expansions and Lie algebras for some nonlinear filtering problems

DOI10.1109/TAC.1983.1103307zbMath0538.93058MaRDI QIDQ3325596

Steven I. Marcus, Gilmer L. Blankenship, Chang-Huan Liu

Publication date: 1983

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

zbMATH Keywords

asymptotic expansions; nonlinear filtering; polynomial nonlinearity; Lie algebraic approximation

Mathematics Subject Classification ID

62M20: Inference from stochastic processes and prediction

93E11: Filtering in stochastic control theory

93C10: Nonlinear systems in control theory

93E10: Estimation and detection in stochastic control theory

60G35: Signal detection and filtering (aspects of stochastic processes)

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

17B99: Lie algebras and Lie superalgebras

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