Filtering of Stochastic Nonlinear Differential Systems via a Carleman Approximation Approach
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Publication:5282299
DOI10.1109/TAC.2007.908347zbMATH Open1366.93653OpenAlexW2086267335MaRDI QIDQ5282299FDOQ5282299
Authors: A. Germani, C. Manes, P. Palumbo 
Publication date: 27 July 2017
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/tac.2007.908347
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Filtering in stochastic control theory (93E11)
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- The suboptimal method via probabilists' Hermite polynomials to solve nonlinear filtering problems
- Filtering theory for a weakly coloured noise process
- Robust \(\mathcal H_\infty\) filtering for nonlinear stochastic systems with uncertainties and Markov delays
- Systematic approach to linear approximation of non-linear stochastic systems Part 2. Filtering hypothesis
- A state predictor for continuous-time stochastic systems
- Solving approximately an optimal nonlinear filtering problem for stochastic differential systems by statistical modeling
- Root-mean-square filtering of the state of polynomial stochastic systems with multiplicative noise
- Filtering and fault detection for nonlinear systems with polynomial approximation
- A separation theorem for nonlinear systems
- Quantised polynomial filtering for nonlinear systems with missing measurements
- A stochastic optimal regulator for a class of nonlinear systems
- A Kolmogorov-Fokker-Planck approach for a stochastic Duffing-van der Pol system
- A Kushner approach for small random perturbations of the Duffing-van der Pol system
- A novel suboptimal method for solving polynomial filtering problems
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