This paper concerns the filtering problem for a class of stochastic nonlinear systems where the drift term may depend either on some external function (open-loop system) or on the ...
Francesco Carravetta, Alfredo Germani, Robert Sh. ...
We study the problem of feedback stabilization of a family of nonlinear stochastic systems with switching mechanism modeled by a Markov chain. We introduce a novel notion of stabi...
We propose an analytic moment-based filter for nonlinear stochastic dynamic systems modeled by Gaussian processes. Exact expressions for the expected value and the covariance matr...
Marc Peter Deisenroth, Marco F. Huber, Uwe D. Hane...
Abstract— We address general filtering problems on the Euclidean group SE(3). We first generalize, to stochastic nonlinear systems evolving on SE(3), the particle filter of Li...
In this paper, a recursive nonlinear filter exploiting trigonometric expansions of the past output samples is introduced. Its peculiarity is, in general, the ability to model rea...