IEEE Transactions on Automatic Control · 1994 · 20 citations · 8 references
Natural SciencesMathematicsDynamical SystemsOptimizationStochastic ProcessesControl TheoryNonlinear ControlOptimization TheoryState EstimationStochastic ControlSystem IdentificationFilteringFiltering TheoryLocal OptimizationMinimax OptimizationNonlinear FilteringNonlinear State Estimation
In this note, a method of conditionally minimax nonlinear filtering (CMNF) of processes in nonlinear stochastic discrete-time controlled systems is proposed. The CMNF is derived by means of local nonparametric optimization of the filtering process given the class of admissible filters. Sufficient conditions for the existence of the CMNF are considered, and the properties of CMNF estimates are investigated. Results of the CMNF application to control and identification problems are presented.< <ETX xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">></ETX>
8
Bayesian Analysis of Time Series and Dynamic Models
Michael E. Welch · Technometrics · 1990 · 232 citations