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Volumn 6, Issue , 2005, Pages 4022-4027

Optimal filtering for partially measured polynomial system states

Author keywords

Bilinear system; Filtering; Nonlinear polynomial system; Stochastic system

Indexed keywords

ERROR ANALYSIS; KALMAN FILTERING; LINEAR SYSTEMS; PARAMETER ESTIMATION; POLYNOMIALS; STOCHASTIC CONTROL SYSTEMS;

EID: 23944469820     PISSN: 07431619     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper
Times cited : (17)

References (10)
  • 1
    • 0001157746 scopus 로고
    • On differential equations satisfied by conditional probability densities of Markov processes
    • H. J. Kushner, "On differential equations satisfied by conditional probability densities of Markov processes," SIAM J. Control, vol. 2, pp. 106-119, 1964.
    • (1964) SIAM J. Control , vol.2 , pp. 106-119
    • Kushner, H.J.1
  • 3
    • 0001473054 scopus 로고
    • Some applications of stochastic differential equations to nonlinear filtering
    • W. Wonham, "Some applications of stochastic differential equations to nonlinear filtering," SIAM J. Control, vol. 2, pp. 347-369, 1965.
    • (1965) SIAM J. Control , vol.2 , pp. 347-369
    • Wonham, W.1
  • 4
    • 0019660565 scopus 로고
    • Exact finite-dimensional filters for certain diffusions with nonlinear drift
    • V. Benes, "Exact finite-dimensional filters for certain diffusions with nonlinear drift," Stochastics, vol. 5, pp. 65-92, 1981.
    • (1981) Stochastics , vol.5 , pp. 65-92
    • Benes, V.1
  • 5
    • 0000943914 scopus 로고
    • Finite-dimensional filters with nonlinear drift I: A class of filters including both Kalman-Bucy and Benes filters
    • S.-T. Yau, "Finite-dimensional filters with nonlinear drift I: a class of filters including both Kalman-Bucy and Benes filters," J. Math. Systems. Estimation, and Control, vol. 4, pp. 181-203, 1994.
    • (1994) J. Math. Systems. Estimation, and Control , vol.4 , pp. 181-203
    • Yau, S.-T.1
  • 10
    • 0003800105 scopus 로고
    • ser. Mathematics in Science and Engineering. New York: Academic Press
    • K. J. Åström, Introduction to Stochastic Control Theory, ser. Mathematics in Science and Engineering. New York: Academic Press, 1970, vol. 70.
    • (1970) Introduction to Stochastic Control Theory , vol.70
    • Åström, K.J.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.