Filtering of Stochastic Nonlinear Differential Systems via a Carleman Approximation Approach

DOI10.1109/TAC.2007.908347MaRDI QIDQ5282299zbMATH OpenOpenAlexFDO

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

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Filtering in stochastic control theory (93E11)

Cited in

(20)

• Representation of a class of MIMO systems via internally positive realization
• \(H_\infty \) filtering for nonlinear discrete-time stochastic systems with randomly varying sensor delays
• Stochastic incremental \(H_\infty\) control for discrete-time switched systems with disturbance dependent noise
• The suboptimal method via probabilists' Hermite polynomials to solve nonlinear filtering problems
• Minimum entropy filtering for a single output non-Gaussian stochastic system using state transformation
• Filtering theory for a weakly coloured noise process
• Filtering theory for an Ornstein-Uhlenbeck process driven power system dynamics
• Robust H_ filtering for nonlinear stochastic systems with uncertainties and Markov delays
• A state predictor for continuous-time stochastic systems
• Systematic approach to linear approximation of non-linear stochastic systems Part 2. Filtering hypothesis
• On embedding the Koopmanization into controlled nonlinear systems, its comparison with the Carleman linearisation and concerning results: beyond the feedback linearisation
• 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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