• DocumentCode
    3008984
  • Title

    Filtering of nonlinear stochastic feedback systems

  • Author

    Carravetta, F. ; Germani, A. ; Liptser, R.S. ; Manes, C.

  • Author_Institution
    Istituto di Analisi dei Sistemi ed Inf., CNR, Rome, Italy
  • Volume
    5
  • fYear
    2000
  • fDate
    2000
  • Firstpage
    4270
  • Abstract
    This paper concerns the filtering problem for the class of stochastic nonlinear systems on which an output feedback can be closed. It is proven that the optimal filter for the open-loop system remains optimal when the feedback is closed
  • Keywords
    feedback; filtering theory; nonlinear systems; optimisation; stochastic systems; closed output feedback; filtering; nonlinear stochastic feedback systems; open-loop system; optimal filter; Closed loop systems; Computer hacking; Control systems; Feedback loop; Filtering; Filters; Nonlinear equations; Nonlinear systems; State estimation; Stochastic systems;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 2000. Proceedings of the 39th IEEE Conference on
  • Conference_Location
    Sydney, NSW
  • ISSN
    0191-2216
  • Print_ISBN
    0-7803-6638-7
  • Type

    conf

  • DOI
    10.1109/CDC.2001.914570
  • Filename
    914570
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3008984