A novel suboptimal method for solving polynomial filtering problems

Author:

Luo Xue,Jiao Yang,Chiou Wen-Lin,Yau Stephen S.-T.

Funder

Scientific Research Foundation for the Returned Overseas Chinese Scholars, State Education Ministry, the Fundamental Research Funds for the Central Universities

Beijing Natural Science Foundation

National Natural Science Foundation of China

Tsinghua University

Publisher

Elsevier BV

Subject

Electrical and Electronic Engineering,Control and Systems Engineering

Reference15 articles.

1. On optimal filtering for polynomial system states;Basin;ASME Transactions on Journal of Dynamic Systems, Measurement and Control,2003

2. New trends in optimal filtering and control for polynomial and time-delay systems;Basin,2008

3. Approximate finite-dimensional filtering for polynomial states over polynomial observations;Basin;International Journal of Control,2010

4. Exact finite-dimensional filters for certain diffusions with nonlinear drift;Benes;Stochastics,1981

5. Polynomial filtering for linear discrete time non-Gaussian systems;Carravetta;SIAM Journal on Control and Optimization,1996

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