Piecewise monotone filtering with small observation noise: Numerical simulations

Applied Stochastic Analysis - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0007051 ◽

2005 ◽

pp. 108-120

Author(s):

Wendell H. Fleming ◽

Qing Zhang

Keyword(s):

Numerical Simulations ◽

Piecewise Monotone ◽

Observation Noise ◽

Small Observation

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Piecewise monotone filtering with small observation noise

10.1109/cdc.1988.194758 ◽

2003 ◽

Cited By ~ 3

Author(s):

W.H. Fleming ◽

E. Pardoux

Keyword(s):

Piecewise Monotone ◽

Observation Noise ◽

Small Observation

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Nonlinear Filtering with Small Observation Noise: Piecewise Monotone Observations

Stochastic Analysis ◽

10.1016/b978-0-12-481005-1.50015-6 ◽

1991 ◽

pp. 153-168 ◽

Cited By ~ 3

Author(s):

Wendell H. Fleming ◽

Qing Zhang

Keyword(s):

Nonlinear Filtering ◽

Piecewise Monotone ◽

Observation Noise ◽

Small Observation

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Piecewise monotone filtering in discrete-time with small observation noise

IEEE Transactions on Automatic Control ◽

10.1109/9.90231 ◽

1991 ◽

Vol 36 (10) ◽

pp. 1181-1186 ◽

Cited By ~ 12

Author(s):

W.H. Fleming ◽

D. Ji ◽

P. Salame ◽

Q. Zhang

Keyword(s):

Discrete Time ◽

Piecewise Monotone ◽

Observation Noise ◽

Small Observation

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Piecewise Monotone Filtering with Small Observation Noise

SIAM Journal on Control and Optimization ◽

10.1137/0327061 ◽

1989 ◽

Vol 27 (5) ◽

pp. 1156-1181 ◽

Cited By ~ 24

Author(s):

W. H. Fleming ◽

E. Pardoux

Keyword(s):

Piecewise Monotone ◽

Observation Noise ◽

Small Observation

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General piecewise linear filtering problems with small observation noise

10.1109/cdc.1989.70109 ◽

2003 ◽

Author(s):

E. Pardoux ◽

M.C. Roubaud

Keyword(s):

Piecewise Linear ◽

Linear Filtering ◽

Observation Noise ◽

Small Observation

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An approximate filter for a partially observed piecewise linear system with small observation noise

Systems & Control Letters ◽

10.1016/0167-6911(93)90066-f ◽

1993 ◽

Vol 20 (3) ◽

pp. 239-247

Author(s):

M.C. Roubaud

Keyword(s):

Linear System ◽

Piecewise Linear ◽

Piecewise Linear System ◽

Partially Observed ◽

Observation Noise ◽

Small Observation

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Approximate and limit results for nonlinear filters with small observation noise: the linear sensor and constant diffusion coefficient case

IEEE Transactions on Automatic Control ◽

10.1109/9.1262 ◽

1988 ◽

Vol 33 (6) ◽

pp. 595-599 ◽

Cited By ~ 8

Author(s):

O. Zeitouni

Keyword(s):

Diffusion Coefficient ◽

Nonlinear Filters ◽

Constant Diffusion Coefficient ◽

Constant Diffusion ◽

Observation Noise ◽

Small Observation

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Piecewise linear filtering with small observation noise

Analysis and Optimization of Systems - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0042259 ◽

1988 ◽

pp. 725-739 ◽

Cited By ~ 12

Author(s):

W. H. Fleming ◽

D. Jif ◽

E. Pardoux

Keyword(s):

Piecewise Linear ◽

Linear Filtering ◽

Observation Noise ◽

Small Observation

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Discrete time piecewise linear filtering with small observation noise

[1991] Proceedings of the 30th IEEE Conference on Decision and Control ◽

10.1109/cdc.1991.261856 ◽

2002 ◽

Author(s):

P. Milheiro de Oliveira ◽

M.C. Roubaud

Keyword(s):

Discrete Time ◽

Piecewise Linear ◽

Linear Filtering ◽

Observation Noise ◽

Small Observation

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Singular perturbations in the linear filtering with small observation noise

Asymptotic Analysis ◽

10.3233/asy-1994-9405 ◽

1994 ◽

Vol 9 (4) ◽

pp. 381-395

Author(s):

Charles Marchetti

Keyword(s):

Singular Perturbations ◽

Linear Filtering ◽

Observation Noise ◽

Small Observation

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