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TECHNICAL BRIEFS

On Optimal Filtering for Polynomial System States

[+] Author and Article Information
Michael V. Basin

Department of Physical and Mathematical Sciences, Autonomous University of Nuevo Leon, Apdo postal 144-F, C.P. 66450, San Nicolas de los Garza, Nuevo Leon, Mexico e-mail: mbasin@fcfm.uanl.mx

J. Dyn. Sys., Meas., Control 125(1), 123-125 (Mar 10, 2003) (3 pages) doi:10.1115/1.1543174 History: Received October 01, 2000; Revised September 01, 2002; Online March 10, 2003
Copyright © 2003 by ASME
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References

Kalman,  R. E., and Bucy,  R. S., 1961, “New Results in Linear Filtering and Prediction Theory,” ASME Trans., Part D (J. Basic Eng.), 83, pp. 95–108.
Wonham,  W. M., 1965, “Some Applications of Stochastic Differential Equations to Nonlinear Filtering,” SIAM J. Control, 2, pp. 347–369.
Benes,  V. E., 1981, “Exact Finite-Dimensional Filters for Certain Diffusions with Nonlinear Drift,” Stochastics, 5, pp. 65–92.
Yau,  S. S.-T., 1994, “Finite-Dimensional Filters with Nonlinear Drift I: A Class of Filters Including Both Kalman-Bucy and Benes Filters,” J. Math. Systems, Estimation, and Control, 4, pp. 181–203.
Ogunnaike,  B. A., 1994, “On-line Modeling and Predictive Control of an Industrial Terpolymerization Reactor,” Int. J. Control, 59(3), pp. 711–729.
Mitter,  S. K., 1996, “Filtering and Stochastic Control: A Historical Perspective,” IEEE Control Syst. Mag., 16(3), pp. 67–76.
Kushner,  H. J., 1964, “On Differential Equations Satisfied by Conditional Probability Densities of Markov Processes,” SIAM J. Control, 2, pp. 106–119.
Pugachev, V. S., 1984, Probability Theory and Mathematical Statistics for Engineers, Pergamon, London.

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