The recursive estimation of states or parameters of stochastic dynamical systems with partial and imperfect measurements is generally referred to as filtering. The estimator itself is called the filter. In this dissertation optimal filters are derived for three important classes of nonlinear stochastic dynamical systems. The first class of systems, considered in Chapter II, is that governed by stochastic nonlinear hyperbolic and parabolic partial differential equations in which the dynamical disturbances in the system and in the boundary conditions can be both additive and nonadditive. This class of systems is important for it encompasses a large group of systems of practical interest, such as chemical reactors and heat exchangers. The o...
This article develops a comprehensive framework for stability analysis of a broad class of commonly ...
This paper deals with the problem of estimating a state process, the measurements of which are corru...
Deposited with permission of the author. © 1998 Dr. Jamie Scott EvansThe focus of this thesis is non...
Linear and nonlinear (extended Kalman-Bucy) filters are derived for systems governed by coupled part...
The main objective of this Special Issue is to reveal new trends in optimal and robust filtering for...
Graduation date: 1983A new approximation technique to a certain class of nonlinear\ud filtering prob...
The main objective of this Special Issue is to reveal new trends in optimal and robust filtering for...
This monograph, now in a thoroughly revised second edition, develops the theory of stochastic calcul...
The stochastic mean-square filtering problem for dynamic systems with delay is considered. The state...
peer reviewedThis paper deals with the problem of estimating a state process, the measurements of w...
Filtering and identification problems of partially observable stochastic dynamical systems has been ...
peer reviewedThis paper deals with the problem of estimating a state process, the measurements of w...
In this paper we study approximation schemes for a nonlinear filtering problem of a partially observ...
In this paper we study approximation schemes for a nonlinear filtering problem of a partially observ...
"October, 1982."Bibliography: leaf [7]Air Force Office of Scientific Research Grant No. AF-AFOSR 82-...
This article develops a comprehensive framework for stability analysis of a broad class of commonly ...
This paper deals with the problem of estimating a state process, the measurements of which are corru...
Deposited with permission of the author. © 1998 Dr. Jamie Scott EvansThe focus of this thesis is non...
Linear and nonlinear (extended Kalman-Bucy) filters are derived for systems governed by coupled part...
The main objective of this Special Issue is to reveal new trends in optimal and robust filtering for...
Graduation date: 1983A new approximation technique to a certain class of nonlinear\ud filtering prob...
The main objective of this Special Issue is to reveal new trends in optimal and robust filtering for...
This monograph, now in a thoroughly revised second edition, develops the theory of stochastic calcul...
The stochastic mean-square filtering problem for dynamic systems with delay is considered. The state...
peer reviewedThis paper deals with the problem of estimating a state process, the measurements of w...
Filtering and identification problems of partially observable stochastic dynamical systems has been ...
peer reviewedThis paper deals with the problem of estimating a state process, the measurements of w...
In this paper we study approximation schemes for a nonlinear filtering problem of a partially observ...
In this paper we study approximation schemes for a nonlinear filtering problem of a partially observ...
"October, 1982."Bibliography: leaf [7]Air Force Office of Scientific Research Grant No. AF-AFOSR 82-...
This article develops a comprehensive framework for stability analysis of a broad class of commonly ...
This paper deals with the problem of estimating a state process, the measurements of which are corru...
Deposited with permission of the author. © 1998 Dr. Jamie Scott EvansThe focus of this thesis is non...