Optimal filters for bilinear systems with nilpotent Lie algebras
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Publication:3856553
DOI10.1109/TAC.1979.1102190zbMath0422.93093MaRDI QIDQ3856553
James Ting-Ho Lo, Shirish D. Chikte
Publication date: 1979
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
stochastic differential equationbilinear systemsnilpotent Lie algebrasGauss-Markov processoptimal filters
Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear systems in control theory (93C10) Solvable, nilpotent (super)algebras (17B30)
Related Items (4)
A two-body continuous-discrete filter ⋮ Integral representations of solutions for linear stochastic equations with multiplicative perturbances ⋮ The multilinear algebra of the moments of distributions in the analysis of nonlinear stochastic systems ⋮ On lie algebras and finite dimensional filtering
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