Asymptotic expansions and Lie algebras for some nonlinear filtering problems
DOI10.1109/TAC.1983.1103307zbMATH Open0538.93058OpenAlexW1986078421MaRDI QIDQ3325596FDOQ3325596
Authors: Chang-Huan Liu, Steven I. Marcus, Gilmer L. Blankenship
Publication date: 1983
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/tac.1983.1103307
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- A bound approach to asymptotic optimality in non-linear filtering of diffusion processes
- Optimal compensators for nonlinear analytic discrete time processes
- New exact nonlinear filters with large Lie algebras
- On second-order filter performance
- Complete classification of finite-dimensional estimation algebras of maximal rank
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