Third-order approximate Kushner filter for a non-linear dynamical system

DOI10.1080/00207170600800124MaRDI QIDQ5485930zbMATH OpenOpenAlexFDO

Authors Shambhu N. Sharma, Harish Parthasarathy, J. R. Gupta

Publication date 4 September 2006

Published in International Journal of Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207170600800124

Mathematics Subject Classification ID

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

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Cites work

• An Overview of Bilinear System Theory and Applications
• Exact finite-dimensional nonlinear filters
• Optimal multichannel nonlinear filtering
• Precomputed-Gain Nonlinear Filters for Nonlinear Systems With State-Dependent Noise
• Stochastic processes and filtering theory

Cited in

(5)

• Volterra series arising from the discrete Schrödinger wave equation in \(L^{2}[a, b]\) space
• A Kushner approach for small random perturbations of the Duffing-van der Pol system
• Nonlinear filtering for a dust-perturbed two-body model
• A connection between multi-linear and Volterra systems
• A two-body continuous-discrete filter

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