Filtering problems for conditionally linear systems with non-Gaussian initial conditions

DOI10.2977/prims/1195166578zbMath0797.93046OpenAlexW2079373983MaRDI QIDQ1318891

Shigeomi Hara

Publication date: 30 October 1994

Published in: Publications of the Research Institute for Mathematical Sciences, Kyoto University (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2977/prims/1195166578

zbMATH Keywords

filtering problemspartially observable systems

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

Cites Work

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• State Estimation and Control of Conditionally Linear Systems
• A conditionally almost linear filtering problem with non-gaussian initial condition^∗
• Filtering formulae for partially observed linear systems with non-gaussian initial conditions

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