scientific article; zbMATH DE number 3718971

MaRDI QIDQ3908875zbMATH OpenFDO

Authors Roger W. Brockett

Publication date 1980

zbMATH Keywords

Kalman filterLie algebrarecursive estimatorsVolterra kernels

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10) Filtering in stochastic control theory (93E11)

Cited in

(12)

• New exact nonlinear filters with large Lie algebras
• Exact finite-dimensional filters via systems realization for a class of discrete-time nonlinear systems
• Some remarks on estimation algebras
• On deformations, approximations and nonlinear filtering
• Deterministic feedback linearization, Girsanov transformations and finite-dimensional filters
• System theory for system identification.
• The invariance group of the Zakai equation
• Structure theorem for five-dimensional estimation algebras
• On the small time behavior of the nonlinear estimation problem for finite bandwidth signals
• Exact finite-dimensional filters for certain diffusions with nonlinear drift
• The early days of geometric nonlinear control
• New classes of finite-dimensional nonlinear filters

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