Asymptotic expansions and Lie algebras for some nonlinear filtering problems

DOI10.1109/TAC.1983.1103307MaRDI QIDQ3325596zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

asymptotic expansionspolynomial nonlinearitynonlinear filteringLie algebraic approximation

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10) Lie algebras and Lie superalgebras (17B99)

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