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Singular filtering problems

Published:1989-11 Issue:4 Volume:13 Page:339-344
ISSN:0167-6911
Container-title:Systems & Control Letters
language:en
Short-container-title:Systems & Control Letters

Author:

Bucy R.S.,Jonckheere E.

Publisher

Elsevier BV

Subject

Electrical and Electronic Engineering,Mechanical Engineering,General Computer Science,Control and Systems Engineering

Reference16 articles.

1. M. Aubin, Thesis, USC, to appear.

2. Optimal filtering for correlated noise;Bucy;J. Math. Anal. Appl.,1967

3. Filtering for Stochastic Processes with Applications to Guidance;Bucy,1987

4. Correlated noise filtering and invariant directions for the Riccati equation;Bucy;IEEE Trans Automat. Control,1970

5. Calculus of Variations and Partial Differential Equations of First Order;Carathéodory,1982

Cited by 11 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Optimal Continuous-Discrete Linear Filter and Moment Equations for Nonlinear Diffusions;IEEE Transactions on Automatic Control;2020-10

2. Optimal design of Hermitian transform and vectors of both mask and window coefficients for denoising applications with both unknown noise characteristics and distortions;Signal Processing;2014-05

3. A Carleman discretization approach to filter nonlinear stochastic systems with sampled measurements;IFAC Proceedings Volumes;2014

4. The observer follower filter: A new approach to nonlinear suboptimal filtering;Automatica;2013-02

5. A new approach to nonlinear filtering via a mixed state observer and polynomial scheme;IFAC Proceedings Volumes;2011-01

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