Suboptimal linear estimation for continuous-discrete bilinear systems

DOI10.1016/J.SYSCONLE.2018.07.005MaRDI QIDQ1729040zbMATH OpenOpenAlexWikidataFDO

Authors Xue Luo, Xiu Qiong Chen, Stephen Yau

Publication date 27 February 2019

Published in Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.sysconle.2018.07.005

zbMATH Keywords

bilinear systemsCarleman approachextended Kalman filternonlinear filtering

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Control/observation systems governed by ordinary differential equations (93C15) Estimation and detection in stochastic control theory (93E10) Filtering in stochastic control theory (93E11)

Recommendations

• Adaptive suboptimal filtering of bilinear systems
• A New Suboptimal Approach to the Filtering Problem for Bilinear Stochastic Differential Systems
• State estimation for bilinear systems through minimizing the covariance matrix of the state estimation errors
• Suboptimal continuous-discrete filtering based on decomposition of observations
• Optimal estimation equations for the state vector of a stochastic bilinear system: its bilinear approximation

Cites work

• A New Suboptimal Approach to the Filtering Problem for Bilinear Stochastic Differential Systems
• A novel suboptimal method for solving polynomial filtering problems
• A state predictor for continuous-time stochastic systems
• Approximation of the Zakai Equation for Nonlinear Filtering
• Complete Real Time Solution of the General Nonlinear Filtering Problem Without Memory
• Cubature Kalman Filtering for Continuous-Discrete Systems: Theory and Simulations
• Functions of Matrices
• Hermite Spectral Method to 1-D Forward Kolmogorov Equation and Its Application to Nonlinear Filtering Problems
• scientific article; zbMATH DE number 3879296 (Why is no real title available?)
• scientific article; zbMATH DE number 3347994 (Why is no real title available?)
• Natural Bilinear Control Processes
• On recent advance of nonlinear filtering theory: emphases on global approaches
• On the optimal filtering of diffusion processes
• On the splitting-up method and stochastic partial differential equations
• On Unscented Kalman Filtering for State Estimation of Continuous-Time Nonlinear Systems
• Polynomial Filtering for Linear Discrete Time Non-Gaussian Systems
• Remarks on Nonlinear Stochastic Partial Differential Equations: An Application of the Splitting-Up Method
• Stochastic processes and filtering theory
• The suboptimal method via probabilists' Hermite polynomials to solve nonlinear filtering problems
• Various Ways to Compute the Continuous-Discrete Extended Kalman Filter

Cited in

(6)

• The suboptimal method via probabilists' Hermite polynomials to solve nonlinear filtering problems
• Finite dimensional smoothers for MAP state estimation of bilinear systems
• Adaptive suboptimal filtering of bilinear systems
• A New Suboptimal Approach to the Filtering Problem for Bilinear Stochastic Differential Systems
• State estimation for bilinear systems through minimizing the covariance matrix of the state estimation errors
• Iterative parameter estimation methods for dual-rate sampled-data bilinear systems by means of the data filtering technique

Describes a project that uses

Uses Software

• mftoolbox
• EnKF

This page was built for publication: Suboptimal linear estimation for continuous-discrete bilinear systems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1729040)