Linear state estimators for non-linear stochastic systems with noisy non-linear observations

DOI10.1080/00207178808906341zbMath0850.93791OpenAlexW2141007149MaRDI QIDQ4711757

Engin Yaz

Publication date: 25 June 1992

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207178808906341

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10)

Related Items (1)

Filtering on nonlinear time-delay stochastic systems

Cites Work

• Optimal estimation of linear discrete-time systems with stochastic parameters
• A general result in stochastic optimal control of nonlinear discrete-time systems with quadratic performance criteria
• Estimation and control of discrete time stochastic systems having cone-bounded non-linearities†
• On the optimal state estimation of a class of discrete-time nonlinear systems
• Control of linear discrete-time stochastic dynamic systems with multiplicative disturbances
• Observers for nonlinear stochastic systems
• The matrix minimum principle
• Non-linear filtering by approximation of the a posteriori density

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