Linear Markov approximations of piecewise linear stochastic systems (Q4722966)
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scientific article; zbMATH DE number 3996807
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear Markov approximations of piecewise linear stochastic systems |
scientific article; zbMATH DE number 3996807 |
Statements
Linear Markov approximations of piecewise linear stochastic systems (English)
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1987
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piecewise linear discrete-time dynamic systems
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Gaussian noise
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existence of an invariant distribution
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approximate nonlinear filtering schemes
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