Polynomial Filtering for Linear Discrete Time Non-Gaussian Systems
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Publication:4715972
DOI10.1137/S0363012993252899zbMATH Open0856.93094MaRDI QIDQ4715972FDOQ4715972
Authors: Francesco Carravetta, A. Germani, Massimo Raimondi 
Publication date: 25 February 1997
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
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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)
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- Suboptimal linear estimation for continuous-discrete bilinear systems
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- On parameter estimation of Heston's stochastic volatility model: a polynomial filtering method
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- Efficiency analysis of a filtering algorithm for discrete-time linear stochastic systems with polynomial measurements
- Linear and non-linear filters for linear, but not gaussian processes†
- Moment propagation of polynomial systems through Carleman linearization for probabilistic safety analysis
- Linear and quadratic estimation using uncertain observations from multiple sensors with correlated uncertainty
- Suboptimal stochastic linear feedback control of linear systems with state- and control-dependent noise: The incomplete information case
- A study on input noise second-order filtering and smoothing of linear stochastic discrete systems with packet dropouts
- Quadratic estimation for discrete time-varying non-Gaussian systems with multiplicative noises and quantization effects
- Feedback quadratic filtering
- Optimal quadratic filtering of linear discrete-time non-Gaussian systems
- Least-squares \(\nu\) th-order polynomial estimation of signals from observations affected by non-independent uncertainty
- Distribution function tracking filter design using hybrid characteristic functions
- A state predictor for continuous-time stochastic systems
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- Descriptor recursive estimation for multiple sensors with different delay rates
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- Quadratic estimation from uncertain observations with white plus coloured noises using covariance information
- Filtering and fault detection for nonlinear systems with polynomial approximation
- Distributed estimation for multi‐agent systems with relative measurements and quantized communication: A feedback quadratic framework
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- Nonlinear filters approximations by cumulant function expansion: The polynomial case
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- Quadratic covariance‐constrained filtering for linear and non‐linear systems with non‐Gaussian noises
- Robust estimation algorithm based on prior probability statistics
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- Least-squares polynomial estimation from observations featuring correlated random delays
- Moment stability of nonlinear discrete stochastic systems with time-delays based on \(\mathcal{H}\)-representation technique
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- Polynomial filtering of discrete-time stochastic linear systems with multiplicative state noise
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- Quadratic estimation problem in discrete-time stochastic systems with random parameter matrices
- Peak-to-peak filtering for periodic piecewise linear polytopic systems
- A novel suboptimal method for solving polynomial filtering problems
- A new real-time suboptimum filtering and prediction scheme for general nonlinear discrete dynamic systems with Gaussian or non-Gaussian noise
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