On the optimal and suboptimal nonlinear filtering problem for discrete-time systems

DOI10.1109/TAC.1978.1101894MaRDI QIDQ4170614zbMATHFDO

Authors M. L. Andrade Netto, L. Gimeno, M. J. Mendes

Publication date 1978

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Discrete-time control/observation systems (93C55)

Cited in

(6)

• Discrete-time mixed \(\mathbb H_2/\mathbb H_{\infty}\) nonlinear filtering
• Analysis of a sequential Monte Carlo method for optimization in dynamical systems
• Comparison of simulation-based algorithms for parameter estimation and state reconstruction in nonlinear state-space models
• Efficient inference for nonlinear state space models: an automatic sample size selection rule
• TIME VARYING, NONLINEAR AR MODEL IDENTIFICATION: LAINIOTIS' MULTI MODEL METHODOLOGY
• Computational Methods for Time Series Analysis

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