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
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;
Conference_Titel :
Decision and Control, 2000. Proceedings of the 39th IEEE Conference on
Conference_Location :
Sydney, NSW
Print_ISBN :
0-7803-6638-7
DOI :
10.1109/CDC.2001.914570
