Filtering of Nonlinear Stochastic Feedback Systems

DOI10.1137/S0363012998347146MaRDI QIDQ4537802zbMATH OpenOpenAlexFDO

Authors

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

zbMATH Keywords

Girsanov theoremnonlinear filteringclosed-loop systemsfinite-dimensional filterKallianpur-Striebel formulaclosed-loop filter

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10)

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(18)

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• Filtered feedback linearization for nonlinear systems with unknown disturbance
• A PROBLEM IN STOCHASTIC AVERAGING OF NONLINEAR FILTERS
• A decoupled approach to filter design for stochastic systems
• Systematic approach to linear approximation of non-linear stochastic systems Part 2. Filtering hypothesis
• scientific article; zbMATH DE number 3958361 (Why is no real title available?)
• Stochastic Feedback Based Kalman Filter for Nonlinear Continuous-Discrete Systems
• A ``nearly ideal solution to linear time-varying rational expectations models
• Filtering on nonlinear time-delay stochastic systems
• Stability of non-linear filter for deterministic dynamics
• Nonlinear filtering of continuous systems: foundational problems and new results
• Efficient filtering based on Kullback-Leibler divergence for wireless networked control systems with Markovian packet losses
• scientific article; zbMATH DE number 4110603 (Why is no real title available?)
• On Stability of a Class of Filters for Nonlinear Stochastic Systems

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