State Estimation and Control of Conditionally Linear Systems

DOI10.1137/0324028zbMATH Open0596.93060OpenAlexW2076158645MaRDI QIDQ3728784FDOQ3728784

Authors: Wojciech J. Kolodziej, Ronald R. Mohler 

Publication date: 1986

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0324028

Recommendations

• scientific article; zbMATH DE number 4035700
• Filtering problems for conditionally linear systems with non-Gaussian initial conditions
• Conditionally minimax algorithms of estimation and control for nonlinear stochastic systems
• Filtering formulae for partially observed linear systems with non-gaussian initial conditions
• scientific article; zbMATH DE number 4023182

zbMATH Keywords

separation principlelinear-quadratic controlconditional characteristic functionoptimal filterpartially observable stochastic systemnon-Gaussian initial distribution

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Sufficient statistics and fields (62B05) Linear systems in control theory (93C05) Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20)

Cited In (16)

• Filtering of linear partially observe stochastic systems: The fuzzy logic approach
• Title not available (Why is that?)
• Title not available (Why is that?)
• State estimation for linear and non-linear equality-constrained systems
• Kalman filter for controlled hybrid systems
• Adaptive suboptimal filtering of bilinear systems
• Title not available (Why is that?)
• Filtering formulae for partially observed linear systems with non-gaussian initial conditions
• Filtering problems for conditionally linear systems with non-Gaussian initial conditions
• Optimal state estimation for non-time invertible evolutionary systems
• A conditionally almost linear filtering problem with non-gaussian initial condition^∗
• Optimal linear filtering in systems with noise in observations dependent on signal and estimate
• Finite-Dimensional Filtering and Control for Continuous-Time Nonlinear Systems
• Title not available (Why is that?)
• Design of conditionally optimal filters based on optimal nonlinear filtering equations
• State-space approach to control design under partial statistical information for exogenous signals

This page was built for publication: State Estimation and Control of Conditionally Linear Systems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3728784)