scientific article; zbMATH DE number 3797633

MaRDI QIDQ4742659zbMATH OpenFDO

Authors Roger W. Brockett

Publication date 1981

zbMATH Keywords

finite state estimationnonlinear filtering

Mathematics Subject Classification ID

Lie algebras and Lie superalgebras (17B99) Signal detection and filtering (aspects of stochastic processes) (60G35) Diffusion processes (60J60) Controllability (93B05) Observability (93B07) Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10) Filtering in stochastic control theory (93E11)

Cited in

(28)

• Decomposition and stability of linear systems with multiplicative noise
• Optimal estimation of nonlinear state nonlinear observation systems
• On deformations, approximations and nonlinear filtering
• Low dimensional filters for a class of finite state estimation problems with Poisson observations
• A note on estimation algebras on nonlinear filtering theory
• Characterization of a subclass of finite-dimensional estimation algebras with maximal rank. Application to filtering
• Finite dimensional filters with non-linear drift IX Construction of finite dimensional estimation algebras of non-maximal rank
• Nonlinear filtering problems with finite-dimensional matrix estimation algebras
• The invariance group of the Zakai equation
• The explicit solution of the unnormalized conditional probability equation of a one-dimensional linear system
• Robotic problems over a configurational manifold of vector parameters and dual vector parameters
• A note on Carnot geodesics in nilpotent Lie groups
• Small sub-Riemannian balls on \(\mathbf R^3\)
• Exponential mappings for contact sub-Riemannian structures
• Matrices -- compensating the loss of anschauung
• The geometry of differential constraints for a class of evolution PDEs
• Hessian matrix non-decomposition theorem and its application to nonlinear filtering
• Direct method for Yau filtering system with nonlinear observations
• The early days of geometric nonlinear control
• On lie algebras and finite dimensional filtering
• New classes of finite dimensional filters with nonmaximal rank estimation algebra on state dimension \(n\) and linear rank \(n-2\)
• The novel classes of finite dimensional filters with non-maximal rank estimation algebra on state dimension four and rank of one
• Encounters with Martingales in Statistics and Stochastic Optimization
• Log-Concave Posterior Densities Arising in Continuous Filtering and a Maximum A Posteriori Algorithm
• Weak form Mitter conjecture on nonmaximal rank estimation algebra: state dimension 4 and rank 3
• Nonexistence of finite-dimensional filters for conditional statistics of the cubic sensor problem
• An extension of the Beneš filter and some identification problems solved by nonlinear filtering methods
• Statistical information approaches for the modelling of the epileptic brain

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4742659)