Finite Dimensional Deterministic Nonlinear Filters via Riccati Transformation and Volterra Series

DOI10.1137/0321055zbMATH Open0539.93033OpenAlexW2080237844MaRDI QIDQ3328384FDOQ3328384

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

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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)

Cited In (2)

• Optimal finite-dimensional recursive identification in a polynomial output mapping class
• Title not available (Why is that?)

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