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Approximate finite-dimensional filtering for polynomial states over polynomial observations

✍ Scribed by Basin, Michael; Shi, Peng; Calderon-Alvarez, Dario

Book ID
126597191
Publisher
Taylor and Francis Group
Year
2009
Tongue
English
Weight
190 KB
Volume
83
Category
Article
ISSN
0020-7179

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πŸ“œ SIMILAR VOLUMES

Optimal filtering for incompletely measu
Optimal filtering for incompletely measured polynomial states over linear observations
✍ Michael Basin; Dario Calderon-Alvarez; Mikhail Skliar πŸ“‚ Article πŸ“… 2008 πŸ› John Wiley and Sons 🌐 English βš– 134 KB

## Abstract In this paper, the optimal filtering problem for polynomial system states over linear observations with an arbitrary, not necessarily invertible, observation matrix is treated proceeding from the general expression for the stochastic Ito differential of the optimal estimate and the erro