Nonlinear Bayesian filtering via holonomic gradient method with quasi moment generating function

DOI10.1002/ASJC.2970MaRDI QIDQ6581098zbMATH OpenFDO

Authors Tomoyuki Iori, T. Ohtsuka

Publication date 30 July 2024

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

Copyright license Creative Commons Attribution-NonCommercial 4.0 International

Full work available at URL https://doi.org/10.1002/ASJC.2970

zbMATH Keywords

Bayesian filteringsymbolic-numeric methodtheory of D-modules

Mathematics Subject Classification ID

Systems theory; control (93-XX)

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Cites work

• A novel suboptimal method for solving polynomial filtering problems
• Algorithms for associated primes, Weyl closure, and local cohomology of D-modules
• Cubature Kalman Filters
• Gaussian filters for nonlinear filtering problems
• Gröbner Bases
• Gröbner deformations of hypergeometric differential equations
• Holonomic gradient descent and its application to the Fisher-Bingham integral
• scientific article; zbMATH DE number 2034378 (Why is no real title available?)
• scientific article; zbMATH DE number 803209 (Why is no real title available?)
• Multivariate Cauchy estimator with scalar measurement and process noises
• New results in linear filtering and prediction theory
• Nonlinear state estimation under bounded noises
• On the exact maximum likelihood inference of Fisher-Bingham distributions using an adjusted holonomic gradient method
• RBFNN-Based Minimum Entropy Filtering for a Class of Stochastic Nonlinear Systems
• State estimation for linear scalar dynamic systems with additive Cauchy noises: characteristic function approach
• Stochastic Model Predictive Control: An Overview and Perspectives for Future Research
• Stochastic nonlinear model predictive control based on Gaussian mixture approximations
• Stochastic processes and filtering theory
• The holonomic toolkit

Cited in

(3)

• Forward modeling and inverse estimation for nonlinear filtering
• A novel nonlinear filter through constructing the parametric Gaussian regression process
• A non-Gaussian Bayesian filter using power and generalized logarithmic moments

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