Precomputed-Gain Nonlinear Filters for Nonlinear Systems With State-Dependent Noise

DOI10.1115/1.2896135zbMATH Open0709.93069OpenAlexW1991470850MaRDI QIDQ3494848FDOQ3494848

Authors: R. J. Chang 

Publication date: 1990

Published in: Journal of Dynamic Systems, Measurement, and Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1115/1.2896135

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zbMATH Keywords

local linearizationcontinuous-timestatistical linearizationDuffing-type stochastic systemsequivalent external excitationprecomputed-gain nonlinear filters

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10)

Cited In (5)

• Third-order approximate Kushner filter for a non-linear dynamical system
• A two-body continuous-discrete filter
• Probability density statistical and equivalent linearization techniques
• Filtering for a Duffing-van der Pol stochastic differential equation
• A Kolmogorov-Fokker-Planck approach for a stochastic Duffing-van der Pol system

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