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

DOI10.1080/00207170600800124zbMATH Open1125.93066OpenAlexW2100652733MaRDI QIDQ5485930FDOQ5485930

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

Recommendations

• Nonlinear filtering for a dust-perturbed two-body model
• A Kushner approach for small random perturbations of the Duffing-van der Pol system
• Optimal discrete nonlinear filters of the objects's order and their Gaussian approximations
• Nonlinear filters approximations by cumulant function expansion: The polynomial case
• High-order filters for estimation in non-Gaussian noise

Mathematics Subject Classification ID

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

Cites Work

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

Cited In (5)

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

This page was built for publication: Third-order approximate Kushner filter for a non-linear dynamical system

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5485930)