Finite Dimensional Deterministic Nonlinear Filters via Riccati Transformation and Volterra Series

DOI10.1137/0321055MaRDI QIDQ3328384zbMATH OpenOpenAlexFDO

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

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