Cone-bounded nonlinearities and mean-square bounds--Estimation upper bound
DOI10.1109/TAC.1973.1100312zbMATH Open0277.60043OpenAlexW4253765993MaRDI QIDQ4403523FDOQ4403523
Authors: Alfred S. Gilman, Ian B. Rhodes 
Publication date: 1973
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/tac.1973.1100312
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Estimation and detection in stochastic control theory (93E10) Fredholm integral equations (45B05) Stochastic processes (60G99)
Cited In (8)
- Error covariance bounds for suboptimal filters with Lipschitzian drift and Poisson-sampled measurements
- Estimation and control of discrete time stochastic systems having cone-bounded non-linearities†
- Developing practical filters for non-linear systems using a new approach
- Estimation: A brief survey
- A bound approach to asymptotic optimality in non-linear filtering of diffusion processes
- Cone-bounded nonlinearities and mean-square bounds - smoothing and prediction
- A new distributed Kalman filtering based on mean-square estimation upper bounds
- State estimation of continuous-time radial basis function networks
This page was built for publication: Cone-bounded nonlinearities and mean-square bounds--Estimation upper bound
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4403523)
