Itô–Volterra Optimal State Estimation With Continuous, Multirate, Randomly Sampled, and Delayed Measurements

Volterra integral equations (45D05) Random integral equations (45R05) Stochastic integral equations (60H20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Estimation and detection in stochastic control theory (93E10)

Cited in

(24)

Closed-loop estimation for randomly sampled measurements in target tracking system
Sliding mode filtering for stochastic systems with polynomial state and observation equations
On the properties of reachability, observability, controllability, and constructibility of discrete-time positive time-invariant linear systems with aperiodic choice of the sampling instants
Asynchronous distributed state estimation for continuous-time stochastic processes
Central suboptimal \(H_{\infty}\) filter design for nonlinear polynomial systems
Approximate finite-dimensional filtering for polynomial states over polynomial observations
The stochastic maximum principle for optimal control problems of delay systems involving continuous and impulse controls
Multi-rate optimal state estimation
Decentralized optimal fusion filtering for multi-sensor multi-delay singular systems
scientific article; zbMATH DE number 1059819 (Why is no real title available?)
Estimation in multisensor networked systems with scarce measurements and time varying delays
An efficient hierarchical identification method for general dual-rate sampled-data systems
Optimal distributed Kalman filtering fusion for a linear dynamic system with cross-correlated noises
A fully probabilistic design for stochastic systems with input delay
High-gain extended Kalman filter for continuous-discrete systems with asynchronous measurements
State estimation for a kind of non-uniform sampling dynamic system
Asynchronous distributed state estimation based on a continuous-time stochastic model
Sensor scheduling over a packet-delaying network
State estimator for multisensor systems with irregular sampling and time-varying delays
Central suboptimal H_ filtering for nonlinear polynomial systems with multiplicative noise
Central suboptimal \(H_\infty\) filter design for linear time-varying systems with state or measurement delay
Design of robust output predictors under scarce measurements with time-varying delays
Multi-rate stochastic \(H_\infty\) filtering for networked multi-sensor fusion
On optimal control problems of a class of impulsive switching systems with terminal states constraints

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