Impulse control in Kalman-like filtering problems

DOI10.1155/S104895339800001XzbMath0905.34064OpenAlexW2171774035MaRDI QIDQ1264405

Michael V. Basin, Mark A. Pinsky

Publication date: 9 February 1999

Published in: Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/48055

zbMATH Keywords

transition matrixfiltering equationsimpulse control approachKalman-like filtering problemsobservation equationscalar nonlinear state and nonlinear observation equations

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Observability (93B07) Stability theory of functional-differential equations (34K20) Stability of control systems (93D99)

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