Optimal Estimation Equations for the State Vector of a Stochastic Bilinear System: Its Bilinear Approximation

被引：0

作者：

M. E. Shaikin

机构：

[1] Russian Academy of Sciences,Trapeznikov Institute of Control Sciences

来源：

Automation and Remote Control | 2004年 / 65卷

关键词：

Mechanical Engineer; System Theory; Diffusion Process; State Vector; Stochastic System;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

A finite-dimensional approximation for the optimal filtrating equations of the class of Markov diffusion processes described by a bilinear stochastic system is derived. The solution of the stochastic system is expressed in terms of the Peano series and its formal algebraic representation. A finite system of equations for the approximate filter is derived as the optimal Stratonovich–Kushner filter for a system with finite Peano series.

引用

页码：1946 / 1960

页数：14

共 12 条

[1] Optimal estimation equations for the state vector of a stochastic bilinear system: Its bilinear approximation
Shaikin, ME
AUTOMATION AND REMOTE CONTROL, 2004, 65 (12) : 1946 - 1960
[2] Optimal and Suboptimal Estimation of Quadratic Functionals of the State Vector in Linear Stochastic Systems
Song, Il Young
Shin, Vladimir
Choi, Won
IETE JOURNAL OF RESEARCH, 2017, 63 (03) : 413 - 420
[3] The Reachable Set of a Quasi-Commutative Bilinear System: Its Convexity
M. V. Topunov
Automation and Remote Control, 2003, 64 : 1241 - 1249
[4] The reachable set of a quasi-commutative bilinear system: Its convexity
Topunov, MV
AUTOMATION AND REMOTE CONTROL, 2003, 64 (08) : 1241 - 1249
[5] Optimal state estimation of singular stochastic systems
Zampa, P
Arnost, R
ROBOTICS, AUTOMATION AND CONTROL AND MANUFACTURING: TRENDS, PRINCIPLES AND APPLICATIONS, 2002, 14 : 453 - 458
[6] Optimal filtration of the state vector of a continuous linear stochastic dynamic system with the modular structure of a measuring complex
Moiseeva S.P.
Yakupov R.T.
Russian Physics Journal, 2001, 44 (1) : 14 - 17
[7] Optimal control of a stochastic system: State-costate analysis
Khmelnitsky, E.
Singer, G.
PROCEEDINGS OF THE 26TH IASTED INTERNATIONAL CONFERENCE ON MODELLING, IDENTIFICATION, AND CONTROL, 2007, : 224 - 228
[8] Sample-Based Potentials Estimation for the Optimal Control of Stochastic System
Cheng Kang
Zhang Kanjian
Fei Shumin
Liu Xiao-Mei
2011 30TH CHINESE CONTROL CONFERENCE (CCC), 2011, : 2031 - 2035
[9] Growth rate of the state vector in a generalized linear stochastic system with a symmetric matrix
Krivulin N.K.
Journal of Mathematical Sciences, 2007, 147 (4) : 6924 - 6928
[10] Filtration of the state vector of a linear stochastic dynamic system with the modular structure of a measuring complex at discrete times
Moiseeva S.P.
Yakupov R.T.
Russian Physics Journal, 2001, 44 (6) : 583 - 587

← 1 2 →