Nonlinear Filters and Operators and the Constant-Gain Extended Kalman Filter

DOI10.1093/IMAMCI/1.4.359zbMATH Open0635.93061OpenAlexW1971201221MaRDI QIDQ3775438FDOQ3775438

Authors: M. J. Grimble, Ken. A. Jukes, David P. Goodall 

Publication date: 1984

Published in: IMA Journal of Mathematical Control and Information (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/imamci/1.4.359

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zbMATH Keywords

nonlinear systemsnonlinear estimatorsfunction-space approach

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10) Stochastic stability in control theory (93E15) Optimal stochastic control (93E20) Operator-theoretic methods (93B28)

Cited In (6)

• Title not available (Why is that?)
• Extended Kalman filters using explicit and derivative-free local linearizations
• Title not available (Why is that?)
• Title not available (Why is that?)
• GMV control of non-linear continuous-time systems including common delays and state-space models
• Nonlinear generalized minimum variance feedback, feedforward and tracking control

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