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Optimal Sensor Scheduling In Nonlinear Filtering of Diffusion Processes.
(1988)
We consider the nonlinear filtering problem of a vector diffusion process, when several noisy vector observations with possibly different dimension of their range space are available. At each time any number of these ...
On Observer Problems for Systems Governed by Partial Differential Equations.
(1986)
The problem of observers has been introduced in control literature. Let us consider a dynamic system which is deterministic, but whose initial state is unknown. An observer is a model which mimics the behavior of the ...
An Impulse Control Problem for a Stochastic PDE Arising in Non Linear Filtering.
(1987)
We consider the nonlinear filtering problem of a vector diffusion process, when several noisy vector observations with possibly different dimension of their range space are available. At each time any number of these ...
Dynamic Observers as Asymptotic Limits of Recursive Filters: Special Cases.
(1986)
A method for constructing observers for dynamical systems ae asymptotic limits of filters is described. The program is carried out in detail for linear systems, and in addition, an observer is obtained for a class of systems ...