Algebraic Structure and Finite Dimensional Nonlinear Estimation

DOI10.1137/0509022zbMath0377.93056OpenAlexW4255512538MaRDI QIDQ4156264

Alan S. Willsky, Steven I. Marcus

Publication date: 1978

Published in: SIAM Journal on Mathematical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0509022

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10)

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Lie-trotter product formulas for nonlinear filtering ⋮ On the joint nonlinear filtering-smoothing of diffusion processes ⋮ Finite dimensional optimal filters for a class of ltô- processes with jumping parameters ⋮ Multiple Integral Expansions for Nonlinear Filtering ⋮ On lie algebras and finite dimensional filtering ⋮ Optimal finite-dimensional recursive identification in a polynomial output mapping class ⋮ Explicit filters for diffusions with certain nonlinear drifts^†

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