Approximation of optimal filter for Ornstein-Uhlenbeck process with quantised discrete-time observation
DOI10.1080/00207179.2017.1282627zbMATH Open1390.93745OpenAlexW2579516363MaRDI QIDQ4568043FDOQ4568043
Publication date: 20 June 2018
Published in: International Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207179.2017.1282627
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Cites Work
- A table of normal integrals
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- The Fokker-Planck equation. Methods of solution and applications.
- State estimation for linear discrete-time systems using quantized measurements
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- Optimal recursive state estimation with quantized measurements
- Nonlinear estimation with quantized measurements--PCM, predictive quantization, and data compression
- On Event Based State Estimation
- Statistical results for system identification based on quantized observations
- Convergence of Laguerre impulse response approximation for noninteger order systems
- Approximate estimation for systems with quantized data
Cited In (3)
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