On the asymptotic stability of boundary trajectories

DOI10.1080/0020718508961186zbMATH Open0562.93078OpenAlexW2080091898MaRDI QIDQ3676033FDOQ3676033

Authors: Haluk Derin, Murat Askar 

Publication date: 1985

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/0020718508961186

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zbMATH Keywords

uncertain observationsBayes optimal recursive algorithmsfixed-interval, fixed-point and fixed-lag smoothing

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Signal detection and filtering (aspects of stochastic processes) (60G35) Sequential statistical methods (62L99) Data smoothing in stochastic control theory (93E14)

Cites Work

• Optimal recursive estimation with uncertain observation
• Linear recursive state estimators under uncertain observations
• Recursive Bayesian estimation with uncertain observation (Corresp.)
• Discrete optimal linear smoothing for systems with uncertain observations
• A recursive algorithm for the Bayes solution of the smoothing problem

Cited In (9)

• Recursive smoothing algorithms for the estimation of signals from uncertain observations via mixture approximations
• Approximating reachable sets for a class of linear control systems†
• Under-estimates of reachable sets for linear control systems
• Recursive algorithms for Bayes smoothing with uncertain observations
• Some performance measures useful in the design of controllers for two dimensional dynamical systems subject to uncertain inputs
• Control of a chaotic system
• Fixed-interval smoothing problem from uncertain observations with correlated signal and noise
• Optimal smoothing in systems with random jump structure
• Hyperplane method for reachable state estimation for linear time- invariant systems

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