Optimal Continuous-Discrete Linear Filter and Moment Equations for Nonlinear Diffusions

DOI10.1109/TAC.2019.2953456MaRDI QIDQ5853813zbMATH OpenOpenAlexFDO

Authors Valerio Cusimano, A. Germani, P. Palumbo, Marco Papi, Filippo Cacace

Publication date 12 March 2021

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tac.2019.2953456

Mathematics Subject Classification ID

Systems theory; control (93-XX)

Cited in

(5)

• Interpretation of trajectory control and optimization for the nondense fractional system
• scientific article; zbMATH DE number 4162790 (Why is no real title available?)
• Taylor Moment Expansion for Continuous-Discrete Gaussian Filtering
• Moment propagation of polynomial systems through Carleman linearization for probabilistic safety analysis
• Improved stochastic estimator of time-varying autoregressive models with heteroscedastic variance process and application

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