scientific article; zbMATH DE number 4068756

MaRDI QIDQ3801455zbMATH OpenFDO

Authors Michiel Hazewinkel

Publication date 1988

zbMATH Keywords

estimation Lie algebrafinite-dimensional recursive optimal filterKalman filternonlinear filteringrobustnessweak cubic sensorWei- Norman theoryZakaï equation

Mathematics Subject Classification ID

Lie algebras and Lie superalgebras (17B99) Inference from stochastic processes and prediction (62M20) Research exposition (monographs, survey articles) pertaining to systems and control theory (93-02) Algebraic methods (93B25) Sensitivity (robustness) (93B35) Linear systems in control theory (93C05) Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10) Filtering in stochastic control theory (93E11)

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