A Practical Approach to Nonlinear Estimation by Using the Maximum Entropy Principle

DOI10.1115/1.3143742MaRDI QIDQ3753908zbMATHOpenAlexFDO

Authors Guy Jumarie

Publication date 1986

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

Full work available at URL https://doi.org/10.1115/1.3143742

zbMATH Keywords

polynomial approximationmaximum entropy principlenonlinear filteringprobability densityMarkovian processtransition moments

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Measures of information, entropy (94A17) Continuous-time Markov processes on general state spaces (60J25) Approximation by polynomials (41A10) Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10)

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