A Family of polynomial filters for discrete-time nonlinear stochastic systems

Keywords

Mathematics, Extended Kalman filter, Nonlinear filter, Polynomial, Applied mathematics

References

• Polynomial Extended Kalman Filtering for discrete-time nonlinear stochastic systemsAlfredo Germani, Costanzo Manes, Pasquale Palumbo — 2003
• Nonlinear dynamical systems and Carleman linearizationK. Kowalski, W.‐H. Steeb — 1991
• Nonlinear Systems: Analysis, Stability, and ControlShankar Sastry — 1999
• On optimal ℓ∞ to ℓ∞ filteringPetros G. Voulgaris — 1995
• Polynomial Filtering for Linear Discrete Time Non-Gaussian SystemsFrancesco Carravetta, Alfredo Germani, Massimo Raimondi — 1996
• Applied optimal estimationA. Haddad — 1976
• Gaussian filters for nonlinear filtering problemsKazufumi Ito, Kaiqi Xiong — 2000
• Nonlinear Bayesian estimation using Gaussian sum approximationsD. Alspach, H.W. Sorenson — 1972
• Linear and nonlinear filteringR. S. Bucy — 1970
• Unscented filtering and nonlinear estimationSimon Julier, Jeffrey Uhlmann — 2004
• A tutorial on particle filters for online nonlinear/non-Gaussian Bayesian trackingM.S. Arulampalam, Simon Maskell, Neil Gordon — 2002
• Polynomial filtering of discrete-time stochastic linear systems with multiplicative state noiseFrancesco Carravetta, Alfredo Germani, N. Raimondi — 1997

Cited by

• A Carleman approximation scheme for a stochastic optimal nonlinear control problemGabriella Mavelli, Pasquale Palumbo — 2007
• A Carleman approximation scheme for a stochastic optimal control problem in the continuous-time frameworkGabriella Mavelli, Pasquale Palumbo — 2008
• The Carleman Approximation Approach to Solve a Stochastic Nonlinear Control ProblemGabriella Mavelli, Pasquale Palumbo — 2010
• Reduction Principles and the Stabilization of Closed Sets for Passive SystemsMohamed I. El-Hawwary, Manfredi Maggiore — 2009
• A Stochastic Optimal Regulator for a Class of Nonlinear SystemsGabriella Mavelli, Giovanni Palombo, Pasquale Palumbo — 2019
• A Carleman approximation scheme for a stochastic optimal control problem in the continuous-time framework ?A. Ruberti — 2008

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