A state predictor for continuous-time stochastic systems
From MaRDI portal
Publication:730105
DOI10.1016/j.sysconle.2016.10.004zbMath1351.93152OpenAlexW2548006982MaRDI QIDQ730105
Alfredo Germani, Filippo Cacace, Valerio Cusimano, Pasquale Palumbo
Publication date: 23 December 2016
Published in: Systems \& Control Letters (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10281/246807
Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10)
Related Items (4)
Optimal filtering for a class of linear Itô stochastic systems: the dichotomic case ⋮ Finite-time \(H_2/H_\infty\) control for linear Itô stochastic systems with \((x,u,v)\)-dependent noise ⋮ Suboptimal linear estimation for continuous-discrete bilinear systems ⋮ A stochastic optimal regulator for a class of nonlinear systems
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Finite-dimensional approximations for the equation of nonlinear filtering derived in mild form
- Computational aspects of continuous-discrete extended Kalman-filtering
- A quadrature-based method of moments for nonlinear filtering
- Affine processes and applications in finance
- Linear estimation of continuous-discrete linear state space models with multiplicative noise
- A survey of numerical methods for nonlinear filtering problems
- Stochastic processes and filtering theory
- Two singular diffusion problems
- A Twofold Spline Approximation for Finite Horizon LQG Control of Hereditary Systems
- A Theory of the Term Structure of Interest Rates
- Memoryless Approach to the LQ and LQG Problems With Variable Input Delay
- Filtering Continuous-Time Linear Systems With Time-Varying Measurement Delay
- Accurate Numerical Implementation of the Continuous-Discrete Extended Kalman Filter
- Dynamic Conditional Independence Models and Markov Chain Monte Carlo Methods
- A New Suboptimal Approach to the Filtering Problem for Bilinear Stochastic Differential Systems
- Cubature Kalman Filtering for Continuous-Discrete Systems: Theory and Simulations
- Polynomial Filtering for Linear Discrete Time Non-Gaussian Systems
- On Unscented Kalman Filtering for State Estimation of Continuous-Time Nonlinear Systems
- Filtering of Stochastic Nonlinear Differential Systems via a Carleman Approximation Approach
- Various Ways to Compute the Continuous-Discrete Extended Kalman Filter
- Spacecraft tracking using sampled-data Kalman filters
- Stochastic differential equations. An introduction with applications.
This page was built for publication: A state predictor for continuous-time stochastic systems
