Filtering of Nonlinear Stochastic Feedback Systems
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Publication:4537802
DOI10.1137/S0363012998347146zbMATH Open1009.93079OpenAlexW2174184364MaRDI QIDQ4537802FDOQ4537802
Author name not available (Why is that?)
Publication date: 23 June 2002
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0363012998347146
Girsanov theoremnonlinear filteringclosed-loop systemsfinite-dimensional filterKallianpur-Striebel formulaclosed-loop filter
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- Nonlinear filtering of continuous systems: foundational problems and new results
- Nonlinear Stochastic Systems with Network-Induced Phenomena
- Convergence in Nonlinear Filtering for Stochastic Delay Systems
- The construction of filters in nonlinear deterministic systems
- Systematic approach to linear approximation of non-linear stochastic systems Part 2. Filtering hypothesis
- A PROBLEM IN STOCHASTIC AVERAGING OF NONLINEAR FILTERS
- A decoupled approach to filter design for stochastic systems
- Filtering on nonlinear time-delay stochastic systems
- Efficient filtering based on Kullback-Leibler divergence for wireless networked control systems with Markovian packet losses
- Stochastic Feedback Based Kalman Filter for Nonlinear Continuous-Discrete Systems
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- A ``nearly ideal solution to linear time-varying rational expectations models
- Convergence of nonlinear filters for randomly perturbed dynamical systems
- Stability of non-linear filter for deterministic dynamics
- On Stability of a Class of Filters for Nonlinear Stochastic Systems
- Filtered feedback linearization for nonlinear systems with unknown disturbance
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