Linear filtering for bilinear stochastic differential systems with unknown inputs

DOI10.1109/TAC.2002.803546zbMATH Open1364.93801MaRDI QIDQ5267057FDOQ5267057

P. Palumbo, C. Manes, A. Germani

Publication date: 20 June 2017

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

Mathematics Subject Classification ID

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

Cited In (12)

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

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