Filtering and control for wide bandwidth noise driven systems
DOI10.1109/TAC.1987.1104555zbMATH Open0617.93060OpenAlexW1964408838MaRDI QIDQ3754532FDOQ3754532
Harold J. Kushner, Wolfgang J. Runggaldier
Publication date: 1987
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/tac.1987.1104555
Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20)
Cited In (13)
- Derivation of a Kalman-type filter for linear systems with pointwise delay in signal noise
- A partial history of the early development of continuous-time nonlinear stochastic systems theory
- Linear filtering for wide band noise driven observation systems
- Enhanced discrete-time sliding mode filter for removing noise
- Invariant Kalman filter for correlated wide band noises
- Nonlinear filtering problem with contamination
- Analyzing wide-band noise processes with application to control and filtering
- Combined filtering and parameter estimation: Approximations and robustness
- On diffusion approximation with discountinuous coefficients.
- Filtering, smoothing and prediction for wide-band noise driven linear systems
- Generalization of the theory of constrained optimal filtering to the case of nonwhite noise in observations
- Asymptotic Optimality of Approximate Filters in Stochastic Systems with Colored Noises
- On diffusion approximations for filtering
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