Filtering and control for wide bandwidth noise driven systems

DOI10.1109/TAC.1987.1104555zbMath0617.93060OpenAlexW1964408838MaRDI QIDQ3754532

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

zbMATH Keywords

weak convergencefilteringcontrol under partial observationwide bandwidth coloured noises

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Central limit and other weak theorems (60F05) Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20)

Related Items (8)

A partial history of the early development of continuous-time nonlinear stochastic systems theory ⋮ Filtering, smoothing and prediction for wide-band noise driven linear systems ⋮ Linear filtering for wide band noise driven observation systems ⋮ Nonlinear filtering problem with contamination ⋮ Combined filtering and parameter estimation: Approximations and robustness ⋮ On diffusion approximation with discountinuous coefficients. ⋮ Derivation of a Kalman-type filter for linear systems with pointwise delay in signal noise ⋮ On diffusion approximations for filtering

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