Filtering and control for wide bandwidth noise driven systems

DOI10.1109/TAC.1987.1104555MaRDI QIDQ3754532zbMATH OpenOpenAlexFDO

Authors 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) 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)

Recommendations

• scientific article; zbMATH DE number 4018920
• Linear filtering for wide band noise driven observation systems
• Invariant filtering results for wide band noise driven signal systems
• scientific article; zbMATH DE number 862380
• scientific article; zbMATH DE number 4085557

Cited in

(21)

• Invariant filtering results for wide band noise driven signal systems
• 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
• Delay structure of wideband noises with application to filtering problems
• Filtering theory for a weakly coloured noise process
• Analysis of coloured filter controllers for bank-to-turn CLOS guidance
• scientific article; zbMATH DE number 4085557 (Why is no real title available?)
• Analyzing wide-band noise processes with application to control and filtering
• Combined filtering and parameter estimation: Approximations and robustness
• scientific article; zbMATH DE number 4018920 (Why is no real title available?)
• On diffusion approximation with discountinuous coefficients.
• scientific article; zbMATH DE number 3891234 (Why is no real title available?)
• 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
• On diffusion approximations for filtering
• Approximate and limit results for nonlinear filters with wide bandwith observation noise
• Asymptotic Optimality of Approximate Filters in Stochastic Systems with Colored Noises

This page was built for publication: Filtering and control for wide bandwidth noise driven systems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3754532)