On the asymptotic stability of boundary trajectories

DOI10.1080/0020718508961186MaRDI QIDQ3676033zbMATH OpenOpenAlexFDO

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

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)

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Cites work

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

Cited in

(9)

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

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