Nonparametric estimation of a posteriori distributions in nonlinear filtering

zbMath0746.93076MaRDI QIDQ1178556

Yu. G. Bulychev, S. A. Pogonyshev

Publication date: 26 June 1992

Published in: Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

discrete Fourier transformnonlinear filtering problempoteriori probability density

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic systems in control theory (general) (93E03)

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