Linear filtering for bilinear stochastic differential systems with unknown inputs

DOI10.1109/TAC.2002.803546MaRDI QIDQ5267057zbMATH OpenFDO

Authors A. Germani, C. Manes, P. Palumbo

Publication date 20 June 2017

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/TAC.2002.803546

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Filtering in stochastic control theory (93E11)

Cited in

(12)

• \(\mathcal H_\infty\) functional filtering for stochastic bilinear systems with multiplicative noises
• Mean-square filtering for uncertain linear stochastic systems
• Error covariance bounds for suboptimal filters with Lipschitzian drift and Poisson-sampled measurements
• Linearized filtering of affine processes using stochastic Riccati equations
• State estimation for stochastic discrete-time systems with multiplicative noises and unknown inputs over fading channels
• Joint state and parameter estimation for uncertain stochastic nonlinear polynomial systems
• A decoupled approach to filter design for stochastic systems
• Optimal mean-square state and parameter estimation for stochastic linear systems with Poisson noises
• State estimation for bilinear systems through minimizing the covariance matrix of the state estimation errors
• Optimal filtering over linear observations with unknown parameters
• On parameter and state estimation for linear differential--algebraic equations
• Robust state estimation and unknown inputs reconstruction for a class of nonlinear systems: multiobjective approach

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