Monte Carlo study of the optimal non-linear estimator: linear systems with non-gaussian initial states †

DOI10.1080/00207177208932335zbMATH Open0246.93035OpenAlexW2087500789MaRDI QIDQ5659420FDOQ5659420

Author name not available (Why is that?)

Publication date: 1972

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

Full work available at URL: https://doi.org/10.1080/00207177208932335

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20)

Cites Work

• Title not available (Why is that?)

Cited In (11)

• Gaussian sum approximations in nonlinear filtering and control
• Adaptive distributed partitioning filters: non-gaussian initial conditions
• Partitioning filters
• Parameter estimation using splines
• Application of pseudolinear partitioned filter to passive vehicle tracking†
• On the development of practical nonlinear filters
• Multipartitioning in distributed parameter adaptive estimation
• On joint detection, estimation and system identification: discrete data case
• Partitioning nonlinear filters for non-gaussian initial conditions and correlated noises
• Partitioned adaptive filtering and control of distributed systems with space-dependent unknown parameters
• Partitioned estimation algorithms. I: Nonlinear estimation

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