×
Yavin, Y.

An alternative approach to non-linear filtering. (English) Zbl 0469.93070

Int. J. Syst. Sci. 12, 795-812 (1981).
Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page
scan of Zbl 0469.93070

Cited in 1 Document

MSC:

93E11 Filtering in stochastic control theory
93C10 Nonlinear systems in control theory
93B07 Observability
93E10 Estimation and detection in stochastic control theory
93E03 Stochastic systems in control theory (general)

Keywords:

nonlinear filtering; observers; nonlinear stochastic systems; stochastic differential equation; Wiener processes; gain matrix
Cite Review PDF
Full Text: DOI

References:

[1] ATHANS M., I.E.E.E. Trans, autom. Control 16 pp 529– (1971) · doi:10.1109/TAC.1971.1099818
[2] ALSPACH D., Inf. Sci. 7 pp 271– (1974) · Zbl 0291.93053 · doi:10.1016/0020-0255(74)90018-8
[3] ALSPACH D., I.E.E.E. Trans, autom. Control 17 pp 439– (1972) · Zbl 0264.93023 · doi:10.1109/TAC.1972.1100034
[4] BUCY R. S., I.E.E.E. Trans, autom. Control 10 pp 198– (1965) · doi:10.1109/TAC.1965.1098109
[5] BUCY R. S., Filtering for Stochastic Processes with Applications to Guidance (1968) · Zbl 0174.21903
[6] CLEMENTS D., I.E.E.E. Trans. Inf. Theory 21 pp 446– (1975) · Zbl 0339.60038 · doi:10.1109/TIT.1975.1055410
[7] DRESSLER R. M., I.E.E.E. Trans, autom. Control 16 pp 833– (1971) · doi:10.1109/TAC.1971.1099843
[8] DESSAU H., Inf. Sci. 4 pp 51– (1972) · doi:10.1016/S0020-0255(72)80003-3
[9] FISHER J. R., Adv. Control Systems 5 pp 197– (1967) · doi:10.1016/B978-1-4831-6718-3.50010-4
[10] FROST P. A., I.E.E.E. Trans, autom. Control 16 pp 217– (1971) · doi:10.1109/TAC.1971.1099704
[11] FUJISAKI M., Osaka J. Math. 9 pp 19– (1972)
[12] GIHMAN I. I., Stochastic Differential Equations (1972) · Zbl 0242.60003 · doi:10.1007/978-3-642-88264-7
[13] GERTNER I., Stoch. Proc. Appl. 7 pp 231– (1978) · Zbl 0378.60031 · doi:10.1016/0304-4149(78)90043-1
[14] JAZWINSKI A. H., Stochastic Processes and Filtering Theory (1970) · Zbl 0203.50101
[15] KALMAN R. E., J. Basic Eng. (Trans. ASME, Series D) 82 pp 35– (1960) · doi:10.1115/1.3662552
[16] KALMAN R. E., Basic. Eng. (Trans. ASME, Series D) 83 pp 95– (1961) · doi:10.1115/1.3658902
[17] KUSHNER H. J., SI AM J. Control 2 pp 106– (1964)
[18] KOMATSU T., Osaka J. Math. 10 pp 271– (1973)
[19] KAILATH T., I.E.E.E. Trans. Inf. Theory 20 pp 146– (1974) · Zbl 0307.93040 · doi:10.1109/TIT.1974.1055174
[20] Kou R. S., Inf. and Control 29 pp 204– (1975) · Zbl 0319.93049 · doi:10.1016/S0019-9958(75)90382-4
[21] KWAKERNAAK H., Control Theory, Numerical Methods and Computer System Modelling (1975)
[22] LIPTSER R. S., Statistics of Random Processes (1977) · Zbl 0364.60004 · doi:10.1007/978-1-4757-1665-8
[23] MEHRA R. K., I.E.E.E. Trans, autom. Control 16 pp 307– (1971) · doi:10.1109/TAC.1971.1099744
[24] MCGARTY T. P., I.E.E.E. Trans, autom. Control 16 pp 817– (1971) · doi:10.1109/TAC.1971.1099841
[25] MAHNO S. JA., Theor. Prob., Math. Statist. 13 pp 116– (1977)
[26] NAKAMIZO T., Int. J. Control 11 pp 683– (1970) · Zbl 0188.48001 · doi:10.1080/00207177008905949
[27] STRATONOVICH R. L., Theory Prob. Appl. 5 pp 156– (1960) · Zbl 0106.12401 · doi:10.1137/1105015
[28] SORENSON H., Int. J. Control 8 pp 33– (1968) · Zbl 0176.08302 · doi:10.1080/00207176808905650
[29] SRINIVASAN K., I.E.E.E. Trans, autom. Control 15 pp 3– (1970) · doi:10.1109/TAC.1970.1099353
[30] SUNAHARA Y., Int. J. Control 6 pp 957– (1970) · Zbl 0194.46304 · doi:10.1080/00207177008905976
[31] SNYDER D. L., I.E.E.E. Trans. Inf. Theory 18 pp 91– (1972) · Zbl 0227.62055 · doi:10.1109/TIT.1972.1054756
[32] SEGALL A., I.E.E.E. Trans. Inf. Theory 21 pp 143– (1975) · Zbl 0298.93023 · doi:10.1109/TIT.1975.1055360
[33] TARN T. J., I.E.E.E. Trans, autom. Control 21 pp 441– (1976) · Zbl 0332.93075 · doi:10.1109/TAC.1976.1101300
[34] VAN SCHUPPEN J. H., SI AM J. App. Math. 32 pp 552– (1977) · Zbl 0379.60042 · doi:10.1137/0132045
[35] VACA M. V., I.E.E.E. Trans. Inf. Theory 24 pp 32– (1978) · Zbl 0373.60052 · doi:10.1109/TIT.1978.1055824
[36] WONHAM W. M., SI AM J. Control 2 pp 347– (1965)
[37] YAVIN Y., Int. J. Systems Sci. 9 pp 451– (1978) · doi:10.1080/00207727808941711
[38] YAVIN Y., Int. J. Systems Sci. 12 pp 147– (1981) · Zbl 0455.49016 · doi:10.1080/00207728108963736
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.