Finite Dimensional Deterministic Nonlinear Filters via Riccati Transformation and Volterra Series

DOI10.1137/0321055zbMath0539.93033OpenAlexW2080237844MaRDI QIDQ3328384

Markku T. Nihtilä

Publication date: 1983

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0321055

zbMATH Keywords

Pontryagin's maximum principlefixed interval optimizationgeneralized Volterra series expansionsnon-stochastic nonlinear least-squares filtering problemRiccati transformations

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Discrete-time control/observation systems (93C55) Transformations (93B17) Synthesis problems (93B50) Series expansions (e.g., Taylor, Lidstone series, but not Fourier series) (41A58) Optimality conditions for problems involving ordinary differential equations (49K15) Model systems in control theory (93C99)

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